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.
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Sunday, 8 March 2020
Signing the LIBOR fallback protocol: a cautionary tale (2)
Following recent market moves, the graph accompanying the cautionary tale published in Risk.Net has been updated.
The full text is available on Risk.Net website (subscription required):