Please join us on Thursday, March 12th for an update of SOFR capabilities within PolyPaths. Full details and registration are available here.
Thursday March 12th – 11am ET
Several recent enhancements have been made to support the secured overnight financing rate (SOFR) in PolyPaths including proxy and placeholders for SOFR volatilities, option-adjusted analysis using these volatilities, and measuring risk and stress relative to SOFR on your portfolios including ways to estimate basis risk. During the webinar, in addition to discussing these updates which are included in version 7.10, we will provide an updated PolyPaths’ roadmap to our future development as we continue to support the transition away from LIBOR.
To register for this webinar, please click here.