Monday 1 April 2019

Marc's presentation at QuantMinds International

Marc Henrard will present a seminar at the conference

QuantMinds International

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.

Talk's agenda:
  • 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.