IBOR

WBS 4th Interest Rate Reform (IBOR Transition) Conference

Monday, October 11, 2021
This is a 3-day event focusing on the latest developments, challenges and opportunities that lie ahead within quant finance. With the increased expectation of some IBORs discontinuation and the increasing regulatory requirements related to... read more

What are the Requirements for Advanced Credit Analytics?

Monday, August 23, 2021

Credit trading is changing - does your firm have the data, analytics and technology required to take advantage of this new environment? In this Q&A with Dmitry Pugachevsky, Director, Research, Quantifi, we explore the new requirements for credit analytics, advanced analytics for convertibles, building a credit curve from credit instruments and the challenges arising from IBOR replacement. Read More

Quantifi Voted Best Market Risk Solution Provider at Waters Rankings Awards

Tuesday, July 20, 2021

Quantifi is delighted to be selected by WatersTechnology’s readers as the Best Market Risk Solution Provider. In 2020, we saw COVID-19 trigger increased instability and uncertainty across markets. With volatility and VaR measures rising, we’re pleased that our clients recognise the benefits of using Quantifi and how we can support their business both now and in the long term. read more

Quantifi Releases Latest Software Powered by Data Science

Thursday, November 5, 2020

Quantifi has announced the latest release of its software, Version 18, which includes 304 new features and enhancements. This latest release provides superior performance, new BI reporting capabilities and includes the next-generation of risk analytics powered by data science. Version 18 also introduces features to help clients accelerate their IBOR transition programme with confidence. read more

The IBOR Transition: Challenges and the Road Ahead

Tuesday, October 13, 2020

by Quantifi & Irina Ursachi

Interbank Offered Rates (IBORs) play a pivotal role in the functioning of financial markets. The transition away from IBOR represents one of the biggest challenges facing financial services firms. The reform has been ongoing for more than two years, during which market-infrastructure providers, regulators, buy- and sell-side firms and trade associations have merged their efforts in steering some of the most complex transformation programmes the financial industry has undertaken. This paper explores the development of the IBOR reform. The first part details the status quo, some of the various aspects and challenges involved and outlines the effects of migrating from IBORs to risk-free rates. The second part of the paper outlines the preparations firms need to make to accommodate a smooth transition.

Quantifi Survey Assesses Firms' Readiness for the IBOR Transition

Monday, October 5, 2020

Quantifi recently hosted a webinar on the IBOR transition. Over 350 individuals from across the financial service industry registered for the webinar and were invited to take part in a survey on the IBOR transition. Delegates were surveyed about how prepared their firms are for the transition and the key challenges and activities they will be addressing ahead of implementing the new risk free rates.  read more

Preparing for the IBOR Transition: Technology and Models

Thursday, October 1, 2020

The IBOR transition impacts almost every part of the financial services industry including banking, capital markets, insurance and asset management. The imminent retirement of IBOR has forced financial institutions to conduct an end-to-end inventory of IBOR exposure. This should cover the full range of processes, models and systems, including pricing, valuation, risk management and booking. This process has revealed a number of challenges for financial markets participants, with many having to rethink their operations and technology infrastructure and adopting new technologies to help with the transition.  Read More

The Challenges and Risks of the IBOR Transition

Wednesday, September 30, 2020

Interbank Offered Rates (IBORs), including the London Interbank Offered Rate (LIBOR), serve as widely accepted benchmark interest rates, and the forthcoming transition is one of the most significant changes for the financial services industry. The unparalleled scale of this industry-wide transition presents considerable challenges, including potential financial, legal, operational, conduct and reputation risks. This blog explores the challenges and risks of navigating the IBOR transition and the adoption of alternative reference rates. Read More

Survey: How are Firms Navigating the IBOR Transition?

Monday, September 28, 2020

Interbank Offer Rates (IBOR) play a pivotal role in the functioning of financial markets. The transition away from IBOR represents one of the biggest challenges facing financial services firms. The reform has been ongoing for more than two years, during which market-infrastructure providers, regulators, buy- and sell-side firms, and trade associations have been assessing and preparing for a significant transformational effort. This survey was conducted during a webinar hosted by Quantifi on ‘Navigating the IBOR Transition’. Over 350+ individuals from across the financial services industry registered for the webinar and were invited to take part in the survey. Read More