muRisQ Advisory offers quantitative finance advisory services. Its services focus on trainings and workshops, benchmark transitions, interest rate model development and validation, product design and risk management strategies.
Our research on the LIBOR fallback, presented by Marc Henrard at the Quant Summit this Wednesday, has been noticed by the magazine Risk.net. Other experts now acknowledge that the option selected by ISDA through its consultation in November won't work in practice for some instruments. The details of our research can be found in one of our previous blogs on A quant perspective on IBOR fallback consultation results.
The magazine article can be found on Risk.net (subscription required) under the title