WEBINAR DETAILS

Time: 3pm - 4pm GTM/ 10am - 11am EST
Date: 17 Nov 2020
Location: GotoWebinar

Libor, the most widely used benchmark rate, will be retired in 2021. Discover how to best cope with the rigorous challenges of Libor discontinuation and get an insider’s perspective on how high-quality data and analytics can work together to facilitate a successful transition to the new alternative risk-free rates (RFRs).

Our expert speakers, Irina Orlova and Jonathan Rosen will cover:

• The impact of Libor regulation changes on instruments, benchmark rates and related market data.
• Building sensible models in light of Libor cessation, with detailed examples for USD, EUR, and JPY.
• Leveraging analytics to create a bullet-proof Libor exit strategy, including how to evaluate opportunities for offsetting trades.