While building RFR curves may seem simpler than managing inter-bank term rates like LIBOR, there are still nuanced areas that demand attention.

In this solution webinar, we explain how to navigate RFR curve construction in the context of a fluctuating interest rate environment. Special focus is given to the impact that a six- to eight-fold rate widening environment has on calculating MTM for books of swaps in terms of avoiding mispricing. 

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