The LIBOR Countdown: Focusing on Derivatives and the Impact of COVID-19

On March 26, 2020, Risk.net hosted a webinar on the LIBOR transition titled "Spotlight on Derivatives" as part of its LIBOR Countdown webinar series. Panelists representing a cross-section of market experts, including Numerix’s Dr. Ping Sun, discussed the transition timeline, market stresses, SOFR volatility, curve construction, discounting change and compensation, among other topics.

In this Q&A, we share Dr. Sun’s responses to several of the key questions posed in the webinar. Considering that we are beyond the halfway stage in the LIBOR transition journey, staying current with updates, information and insights is crucial to an organization’s preparation efforts. When it comes to derivatives, the route to the finish line is not evenly paved, but there are bright spots.