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Jonathan Schachter, PhD

Experienced Quantitative Modeling Specialist with a career spanning since 2000 in the Financial Services sector, encompassing:

  • equities: indexes, single stocks, futures, options
  • swaps: vanilla, basis, currency, capped, floored, cancellable, forward start
  • corporate bonds, loans (loss modeling, indemnification, security-based)
  • credit-default swaps, CDOs, CLOS


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LIBOR Transition Challenges

Despite the transition from LIBOR including a certain amount of uncertainty, a successful transition will depend on an individual entity’s planning and strategy prior to and during the expiration.

RFRs are less obscure in their construction, as different regulators developed replacements for their home markets

Transitioning to RFRs is a complex project that will cause organizational and technical impacts along the value chain of transactions

Transitions need to be started as early as possible in order to properly assess and manage the details and challenges associated with the elimination of LIBOR

Contact Jonathan Schachter, PhD