Global Model Risk Incurred by the LIBOR Transition
By Patrick Toolis
A featured article of our April 2020 edition of PRMIA's Intelligent Risk quarterly newsletter
At first glance, the interest-rate migration away from the London Interbank Offered Rate (LIBOR), which is scheduled to begin by December 2021 in the United States and the United Kingdom, is little more than a market-data issue.
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