FINCAD: Phasing Out Libor Brings Major Challenges to Risk Management

In three years time, there is a possibility that published Libor rates will be officially discontinued. This will come as a major upset to financial institutions and commercial investors alike, as historically Libor has played a significant role as a benchmark rate. Additionally, since many financial models rely on Libor for fair-value pricing and risk management, investors can expect to face challenges as they transition Libor to alternative benchmarks, and challenges with unsecured lending

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