which will take place from 14 to 16 May 2019 in Vienna. The agenda of the conference can be found on the organizer web site:
See also Marc's page on QuantMinds site.
Marc's talk, will be titled A quant perspective on LIBOR fallback and will take place on 16 May at 9:50.
- 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.