Tuesday, 2 July 2019

Presentation at Cass Business School - Planning for the end of LIBOR

Marc Henrard has presented a seminar at the conference

Planning for the end of LIBOR

organized by Cass Business School in London on Wednesday 19 June 2019.

The conference was well attended with more than 200 people registered.

Copyright © 2019 by Cass Business School
Introduction to the presentation


Copyright © 2019 by Gianluca Fusai
Marc explaining the intricacies of the fallback spread calculation and its impact on today's valuation.