Leaving Libor: The Road to Risk Free Rates

Episode 3 • September 11, 2020 • 00:32:40
Leaving Libor: The Road to Risk Free Rates
Ahead of the Curve
Leaving Libor: The Road to Risk Free Rates

Sep 11 2020 | 00:32:40

/

Show Notes

In this Episode of Ahead of the Curve, John Pucciarelli – Head of Industry & Regulatory Strategy at AcadiaSoft is joined by guest speaker Ann Battle, Head of Benchmark Reform at ISDA (International Swaps & Derivatives Association). Ann provides us with her expert insight into why we are transitioning from IBOR benchmarks towards RFRs (Risk Free Rates). This in-depth analysis is both educational and informative as John and Ann share the shortcomings of existing interest rate benchmarks and the benefits of moving towards a more robust and viable system that is not based on IBOR style panel bank rate submissions.

Other Episodes

Episode 31

September 18, 2024 • 00:25:18
Episode Cover

Building a comprehensive market data utility for risk and pricing calculations

In this latest episode of Ahead of the Curve, our host Scott Sobolewski chats with James Mac Hale – Head of Acadia Market Data...

Listen

Episode 18

August 07, 2023 • 00:13:41
Episode Cover

Expanding Open-Source Risk Engine (ORE) Functionality - How it’s flexible deployment offers a real choice for firms

In this episode Scott Sobolewski, Partner - Quantitative Services, discusses the Open Source Risk Engine (ORE), a powerful and versatile tool for pricing and...

Listen

Episode 24

March 25, 2024 • 00:17:17
Episode Cover

Can Open Source Technology truly help to build the future of risk management?

Join our host Stuart Smith, Co-Head of Business Development and Scott Sobolewski, Co-Head of Quantitative Services as they discuss the merits of using open-source...

Listen