Saturday, 4 April 2020

Benchmarks in transition videos: Episode 1 - Introduction

With the increased expectation of some IBORs discontinuation, the overnight benchmark changes and the increasing regulatory requirements related to benchmarks, a clear quantitative finance perspective on the impacts for derivatives is becoming paramount.

We have created a series of introductory videos on the subject of benchmark transition. The videos are available on our Youtube channel.

The first episode is dedicated to the description of Ibor and Overnight benchmarks.




All the videos will be linked in our LIBOR transition page.