Thinking Derivatively – September 2022 Newsletter
Numerix recently announced that it has been acquired by Genstar Capital, a leading private equity firm focused on investments in targeted segments of the financial services, healthcare, industrials, and software industries.
In this Risk.net article, Numerix’s Ping Sun shares his views on several themes tied to SOFR non-linear derivatives, including market liquidity and structure, valuing SOFR-linked products, and restrictions in the use of SOFR term in derivatives.
As we enter the final stretch of the LIBOR transition, many financial institutions are still struggling to move on to new Risk-Free Rates (RFRs), especially for new issuances. Take advantage of our wealth of insights that can help guide you through a smooth transition to RFRs.
Risk Live North America (October 20, NYC) will bring together risk management professionals from across the capital markets to discuss market conditions, share insights on risk, and reconnect with industry peers. Attendance is free for risk and investing professionals from buy-side organizations, banks, and non-financial corporates. Places are limited so book your ticket today!