Monday, 6 April 2020

Benchmarks in transition videos: Episode 3 - New ON benchmarks

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 third episode describes the new overnight benchmarks in USD (SOFR) and EUR (ESTR).

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