Risk analytics firm FINCAD recently hosted a technical briefing in 2015 , which included a technical presentation on switching to SOFR and SONIA . The talk covered three specific topics ; capacity building , transition hurdles and derivative pricing . Additionally , the presenter touched on markets and markets noting that there has been little guidance on how these products will be transitioned . A ##note speaker explored the practical implications of the switch to ESTR .
Risk analytics firm FINCAD recently hosted a LIBOR briefing in Amsterdam, which included a technical presentation on switching to SOFR and SONIA. The talk covered three specific areas; curve building, transition hurdles and derivative pricing. Additionally, the presenter touched on options and exotics noting that there has been little guidance on how these products will be transitioned. A guest speaker explored the practical implications of the switch to ESTR.