Saturday, 11 January 2020

Marc's presentation at the Quant Summit Europe 2020

Marc Henrard will present a seminar at the

Quant Summit Europe

which will take place on Wednesday 11 and Thursday 12 March 2020 in London. The agenda of the conference can be found on the organizer web site:

Marc's talk, will be titled LIBOR fallback: the cost of a signature.

Talk's agenda:
  • ISDA fallback methodology 
  • Value transfer in the fallback 
  • ISDA protocol signature crystallize the value transfer: what is its cost?

As a speaker at the summit, we can offer our guests a 20% discount. Contact us for the discount code.

Don't hesitate to reach out if you want to meet during the summit.