FINCAD: The impact of Libors end

For today’s traders, quants, and risk managers, there is a perplexing future looming on the horizon. In 2021, Libor is slated for retirement. Despite the buzz in the news and talk amongst industry participants, it remains difficult to understand the true impact of Libor’s end. For this reason, I’ve written a technical paper on the topic, “How the End of Libor will Impact Delta-1 Rates.” You can download it here.

Understanding the Challenges

For modeling experts, it is already evident that

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: