The Libor countdown – Focusing on derivatives and the impact of Covid-19

On March 26, Risk.net hosted Spotlight on derivatives – a webinar on the Libor transition as part of its Libor countdown webinar series. Panellists representing a cross-section of market experts, including Numerix’s Ping Sun, discussed the transition timeline, market stresses, secured overnight financing rate volatility, curve construction, discounting change and compensation, among other topics.

This Q&A presents Sun’s responses to several of the key questions posed in the webinar. Considering the Libor transition is beyond the halfway stage, staying current with updates, information and insights are crucial to organisations’ preparation efforts. When it comes to derivatives, the route to the finish line is not evenly paved, but there are bright spots.

Download the Q&A from Risk Library

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