END OF LIBOR LONDON WORKSHOP
6:00pm BST, 2020-03-10
How to Optimise your Technology Before, During and After the Libor Transition
WORKSHOP:
The end date for Libor is slated for 2022. However, firms are already accelerating efforts to ensure their curve-building, pricing and risk systems are ready to accept new interest rates such as SOFR, €STR, SONIA and TONAR. For many, this is becoming a costly and complex process.
But adapting to the end of Libor needn't be so difficult. Please join FINCAD on our London office on Tuesday, 10 March for an interactive workshop on "How to Optimise your Technology Before, During and After the Libor Transition." Learn how to prepare yourself for the immediate and long-term impact of Libor cessation with informative discussion and case study examples.
The workshop will cover:
• Setting up your technology for the transition away from legacy Libor positions and towards alternative benchmark exposure.
• Why is it critical to future-proof systems for the uncertainty to come in Libor reform.
• Curve construction tips, including incorporating new instruments and dealing with features such as jumps and turn pressure.
• Review of helpful tools that provide visibility into the business impact of Libor reform.
This is an interactive workshop and food and beer will be served on the night
But adapting to the end of Libor needn't be so difficult. Please join FINCAD on our London office on Tuesday, 10 March for an interactive workshop on "How to Optimise your Technology Before, During and After the Libor Transition." Learn how to prepare yourself for the immediate and long-term impact of Libor cessation with informative discussion and case study examples.
The workshop will cover:
• Setting up your technology for the transition away from legacy Libor positions and towards alternative benchmark exposure.
• Why is it critical to future-proof systems for the uncertainty to come in Libor reform.
• Curve construction tips, including incorporating new instruments and dealing with features such as jumps and turn pressure.
• Review of helpful tools that provide visibility into the business impact of Libor reform.
This is an interactive workshop and food and beer will be served on the night
EVENT AGENDA
| 6:00 - 6:30pm | Arrival and Introduction |
| 6:30 - 7:30pm | Workshop Content |
| 7:30 - 8:00pm | Conclusion and Networking |
For more information related to the event, please contact Aaron Sharp (a.sharp@fincad.com)
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