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
If you do not have a password, please contact us at [email protected]
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