Quant Summit Europe
which will take place on Wednesday 11 and Thursday 12 March 2020 in London. The agenda of the conference can be found on the organizer web site:
Marc's talk, will be titled LIBOR fallback: the cost of a signature.
- ISDA fallback methodology
- Value transfer in the fallback
- ISDA protocol signature crystallize the value transfer: what is its cost?
As a speaker at the summit, we can offer our guests a 20% discount. Contact us for the discount code.
Don't hesitate to reach out if you want to meet during the summit.