Cancelled! Guest lecture with Senior Financial Engineer @ Swedbank Robur
We welcome an expert from the field of finance, a Senior Financial Engineer @ Swedbank Robur and lecturer at Mälardalen university, who will share his insights in the new reference rates on the market.
Speaker: Jan Röman
Affiliation: Senior Financial Engineer @ Swedbank Robur and lecturer at Mälardalen university
Title: The new reference rates on the market
Abstract: The reference rates used since decades is the IBOR rates (Inter Bank Offer Rates) such as LIBOR, EURIBOR, STIBOR etc. After 2021 most of these rates will be replaced by new reference rates. The new reference rates will replace the quoted rates from panel banks to transaction-based interest rates. This will dramatically change how to calculate the value and the risk of interest rate instruments. This presentation will explain why the market is looking for new risk free and reference rates.