Preparing for the end of LIBOR: Equity, fixed income and multi-asset class factor models

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. 

Agenda topics

• Implications of LIBOR reform for the markets and RiskManager
• Enhancements for overnight rates in Swap and Bond analytics
• Treatment of LIBOR Fallbacks for Swaps and Bonds