Explore and Learn: Ensuring Operational Readiness for the SOFR Transition

July 22, 2020

Ensuring Operational Readiness for the SOFR Transition

Join Charles River's Explore & Learn webinar series. Discover new ways to leverage the Charles River Investment Management Solution as our product experts discuss and demonstrate the latest product capabilities.

Charles River experts Ephraim Hirschfeld and Sumit Kumar continue our Explore & Learn webinar series with a look at the latest developments around the Secured Overnight Financing Rate (SOFR)curve construction, analytics and swap pricing.

The Alternative Reference Rates Committee (ARRC) has selected the Secured Overnight Financing Rate (SOFR) as the recommended alternative reference rate for replacing LIBOR in the U.S. The transition from LIBOR to SOFR will have a significant impact on OTC Derivatives markets. Charles River is working to help ensure operational readiness across the investment process for our buy-side clients, aligned with emerging regulatory and industry guidelines.

Webinar highlights:

Current State of SOFR
Structure of the SOFR curve, challenges & possible solutions
Pricing of Swap / Basis Swap using SOFR curve with live demo
Transitioning to SOFR

The webinar is a 35-minute presentation and discussion followed by Q&A.

Presenters

Michael Beattie

Sumit Kumar
Senior Product Manager

Sumit is a Senior Product Manager for OTC Derivatives at Charles River Development. He has over 15 years of experience in Derivatives and Risk Management on both the buy-side and sell-side. Prior to joining Charles River, he was a Derivatives and Risk subject matter expert at Calypso Technology, a Derivative Product Manager at Wellington Management, and a Model Validation Quantitative Analyst at Lehman Brothers. Sumit is currently a PhD candidate in Quantitative Finance at the Indian Institute of Management and holds an MBA in Corporate Finance from the IE Business School. Sumit is also a certified PRM (Professional Risk Manager). Sumit is also a regular speaker at industry conferences for risk and derivatives.

Jay Hinton

Ephraim Hirschfeld
Senior Product Manager

Ephraim is responsible for managing the Analytics product team at Charles River. Ephraim has over 10 years’ experience in buy-side financial services, specializing in ex-ante risk modeling, analytics, derivatives and fixed income securities. Prior to joining Charles River, Ephraim served in product management and risk management consulting roles at Intercontinental Exchange and Wilshire Associates respectively. Ephraim holds an MS in Mathematical Finance from the University of Southern California.

Register to Watch a Replay

First Name

Last Name

Company

Job Title

Region

Comments

Charles River reserves the right to deny registrations.

CLICK HERE TO WATCH PREVIOUS WEBINARS ON-DEMAND

To learn more about Charles River's processing and about your rights with respect to such processing, including your right of access, correction and objection to the processing of your personal data for direct marketing purposes as well as your right to withdraw your consent at any time, please refer to our General Privacy Statement at https://www.crd.com/Privacy-Statement/Charles River would like to confirm your consent to share your name, title, company, location and email address with Charles River affiliates who may use your information to contact you or market their products and services to you. You have the right to withdraw your consent at any time, without such withdrawal affecting the lawfulness of the previous communication. Please note that some Charles River affiliates are located in jurisdictions outside the European Economic Area (EEA) that may not provide an adequate level of personal data protection, but Charles River has put in place appropriate safeguards to ensure the transfer is carried out in compliance with applicable law. Through your consent, you also consent to this transfer of the listed data outside of the EEA.