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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Intelligent Risk is PRMIA's quarterly publication, bringing all PRMIA members free access to knowledge and information about risk management for financial institutions as well as current information on PRMIA chapters, committees, academic partners, news and events.

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