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Libor Transition

Navigate the end of Libor with confidence and precision.

Concerned about the imminent end of LIibor? Not to worry. FINCAD’s future-proof derivatives analytics solutions allow you to quantify the risks and prepare to overcome the challenges.

Keep up with market evolution.

FINCAD's industry-standard derivative analytics allow you to effortlessly shift to new benchmark rates like SOFR, SONIA, €STR, including any additional rates that crop up in the future. You can also test multiple scenarios for any instrument, such as bonds and loans, all at the same time, at any time, without waiting for system upgrades or onerous customisation.

Always ahead.

With FINCAD, you can stay ahead of the curve and make informed decisions every step of the way.


Seamless valuation of portfolios under new curves.


Enterprise-wide market view of pricing.


Easily adapt through the transition period and beyond.

Future-proof your decisions.

Model the market precisely as it evolves

Build curves based on the latest evolution of market instruments as they are traded and become liquid. You can also include events such as central bank meetings, turns, and other pressure dates.

Analyze post-Libor fixing risk without the wait

Model the impact of fixing risk-reducing trades on your portfolio before and after the Libor transition according to your transition assumptions.

Stay ahead of the Libor transition

Viewing risk position with and without Libor transition assumptions at an index level allows you to seamlessly model risk and valuation of your portfolio any way you want.

Explore resources

Whitepaper Special Report: Beyond Libor
SONIA - A Robust Libor Alternative: Video
Technical Paper:How The End of Libor Will Impact Delta-1 Rates
Fincad News
Article: IBOR Transition Sparks Search for Deep, Liquid, and Transparent Benchmarks
Fincad News
Article: Revising Best Estimates for Libor Benchmark Reform
Navigate the End of Libor

Navigate the end of Libor with industry-standard derivatives analytics solutions.