Benchmarks in Transition - Webinar Slides
89 Pages Posted: 6 May 2020 Last revised: 26 May 2020
Date Written: April 4, 2020
Slides of the webinar on benchmark transition. Described why a transition is required, the transition in overnight benchmarks and the LIBOR fallback plans.
Keywords: Interest Rate Modelling, benchmarks, LIBOR, fallback, discounting, value transfer
JEL Classification: G13, G15, G23, K12
Suggested Citation: Suggested Citation