whitepaper
Libor Transition: Combining High Quality Market Data and Financial Analytics
November 24, 2020
Libor, the most widely used benchmark rate, is set to be retired in 2022. Download our technical white paper to discover how to harness the power of high-quality data and powerful analytics to tackle the Libor transition.
Topics covered:
- 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.
- Creating a bullet-proof Libor exit strategy, including how to evaluate opportunities for offsetting trades.