Time: 3pm - 4pm GMT/ 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.
    • Registered attendees will receive a complimentary technical whitepaper detailing the latest research conducted by our speakers on how you can harness the power of data and analytics to tackle the Libor transition.  
Irina Orlova, CFA
Senior Product Manager, Risk at TP ICAP Data Analytics
Irina Orlova, CFA has 15 years of experience shared between investment banking and financial services. She has worked for Societe Generale Investment Banking, Intercontinental Exchange and Bloomberg prior to joining TP ICAP Data Analytics as a Senior Product Manager for Risk.
Jonathan Rosen, Phd
Product Manager, Quantitative Analytics
Jonathan oversees analytics development of FINCAD’s products and solutions. Before joining FINCAD in 2016, he worked as a senior quant solving a wide range of problems in the financial tech industry. He holds a PhD in Physics from the University of British Columbia.