Adoption of Risk-Free Rates: Major Developments in 2020

Transition from LIBOR and other interbank offered rates (IBORs) to alternative risk-free rates (RFRs) is… Read more Adoption of Risk-Free Rates: Major Developments in 2020

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Documents (1) for A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios