marcus evans will host the 2nd Annual Interest Rate Risk in the Banking Book Conference on December 5-7, 2018 in New York. This conference will give banks the practical insight to optimize their interest rate risk management strategies in an uncertain economic environment. Firms will gain insight into the regulatory priorities and concerns surrounding the proposed IRRBB regulation in order to streamline their strategies to position themselves for compliance. Delegates will also advance their ALM
libor (4)
Syndicated Content from the Numerix Blog - Find Original Post Here
In this video blog, Numerix Host James Jockle, SVP of Marketing, and Satyam Kancharla, SVP of the Client Solutions Group at Numerix, sit down to discuss the changing role of Libor in the valuation of derivatives, along with an overview of some of the new recommendations in the market. Kancharla discusses how Libor is likely to change, new proxies coming to the market, the Martin Wheatley report—and how all of this will impact the
The Wheatley Review of Libor has been published and is carried on the HM treasury website. There are several points worth noting in this initial discussion paper, some of which have been summarised here.