Sunday 5 April 2020

Benchmarks in transition videos: Episode 2 - Why?

With the increased expectation of some IBORs discontinuation, the overnight benchmark changes and the increasing regulatory requirements related to benchmarks, a clear quantitative finance perspective on the impacts for derivatives is becoming paramount.

We have created a series of introductory videos on the subject of benchmark transition. The videos are available on our Youtube channel.

The second episode is dedicated to the description of why a transition is required.




All the videos will be linked in our LIBOR transition page.