26 November 2020
With Charles Thomson & Slawek Soroczynski

As part of our continuing commitment to training and capacity building for CAIM clients, we will be hosting an exclusive follow-up training event on Thursday, November 26 at 14:00 (GMT): Hands-On Workshop – LIBOR to SOFR Transition – Not as Easy as Initially Thought

In this  hands-on workshop CAIM’s market experts provided hands-on examples and exercises in managing the LIBOR transition, including:

  • SOFR vs LIBOR-based securities – Is there an easy way to manage cashflows?
  • Converting from LIBOR to SOFR – A pricing example of the basis
  • How to price a bond without the Z-Spread

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