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.
- 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.