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MSCI webinar series: Preparing for the end of LIBOR

The planned discontinuation of LIBOR and other interbank benchmarks will affect a large number of existing financial contracts, causing disruption to critical areas within the investment process. MSCI is working hard to stay ahead of these developments and the issues that arise from changing regulation. 

Please join us for a series of webinars to understand the investments we are making into additional data and analytical models and how you can use these enhancements to prepare for the migration to the new reference rates. See details below for upcoming sessions and registration information. 

In the April 29th session we will cover the implications of interest rate benchmark reform on Interest Rate Option instruments.  The topics include:

• Overview of the impact of using overnight rates on non-linear rate instruments
• Model and data enhancements needed to support pricing of options involving overnight rates 
• MSCI roadmap for supporting modeling of Interest Rate Options on overnight rates and falllbacks of LIBOR-based options

March - May, 2021

Virtual Platform


Time

March 25, 2021: Treatment of LIBOR Fallbacks for Swaps & Bonds

Watch on-demand here

April 29, 2021: Interest Rate Options
11:00 a.m. EST New York
4:00 p.m. GMT London
5:00 p.m. CET Paris

Register for April 29, 2021

May 06, 2021: LIBOR Transition for Securitized Products
11:00 a.m. EST New York
4:00 p.m. GMT London
5:00 p.m. CET Paris

Register for May 06, 2021

 

Location

Virtual platform