Saturday 11 April 2020

Benchmarks in transition videos: Episode 4.b - CCP big bang - USD

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 fourth episode (part b) describes the PAI and discounting big bang at CCPs for USD.

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

In the current situation, we are also happy to offer virtual/on-line courses/workshop. The configuration is even more flexible that in-person courses as participants in different locations can attend simultaneously and courses can be split in half days to avoid participants lassitude.