Wednesday, 30 January 2019

Marc's presentation at the Quant Summit Europe

Marc Henrard will present a seminar at the conference

Quant Summit Europe

which will take place on Wednesday 6 and Thursday 7 March 2019 in London. The agenda of the conference can be found on the organizer web site:

Marc's talk, will be titled A quant perspective on LIBOR fallback.

Talk's agenda:
  • The current status of the fallback improvements 
  • Potential difficulties with the proposed compounding in arrears option 
  • Value transfer in the fallback 
  • The RFR term rates

Don't hesitate to reach out if you want to meet during the summit.