LIBOR Fallback and Quantitative Finance
With the expected discontinuation of the LIBOR publication, a robust fallback for related financial instruments is paramount. In recent months, several consultations have taken place on the subject. The results of the first ISDA consultation have been published in November 2018 and a new one just fi...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-08-01
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| Series: | Risks |
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| Online Access: | https://www.mdpi.com/2227-9091/7/3/88 |