How to optimise your technology before, during and after the LIBOR transition
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. Learn how to prepare for the new reference rates during the interactive breakfast workshop 24th of March in Amsterdam.
Speakers from FINCAD will focus on the following topics:
- Setting up your technology for the transition away from the legacy LIBOR positions and towards alternative benchmark exposure;
- Why it is 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 the helpful tools that provide visibility into the business impact of LIBOR reform.
If you are interested in this event, please reserve your spot today as space is limited. The event will be held at De Nieuwe Poort near Amsterdam Zuid train station.