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SONIA and SOFR in the post-Libor customer and interbank markets: Moorad Choudhry & Kevin Liddy

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https://www.youtube.com/watch?v=lNGZY0gAfHk
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SONIA and SOFR in the post-Libor customer and interbank markets: a Q&A discussion between Prof. Moorad Choudhry and Kevin Liddy (Faculty BTRM). The BTRM looks at how the new replacement RFRs in GBP and USD markets are being used by borrowers, lenders, hedgers and derivatives traders, in both cash and swap market products. The meaning of a backward-looking interest rate Using an OIS swap to hedge fixed rate risk: the process and looking into the actual floating-rate coupon setting process RFR "term" rates: places one might come across a 3-mo SOFR or 3-mo SONIA product Join our esteemed Faculty to learn all the subtle nuances of the new post-Libor world! This webinar replaces the advertised: Counterparty credit risk for derivatives: lessons learned from recent market observation, that will now take place in February 2023.
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Name
Quants Hub & BTRM
Date
2022/11/24
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