LIBOR Transition: Market volatility and PAI alignment
Financial Services Research & Analysis LIBOR Transition: Market volatility and PAI alignment 10 April 2020 Julien Rey COVID-19 and LIBOR transition...
Mr. Rey leads Sellside Strategic Development for Americas for IHS Markit Derivatives Data and Valuation Services and is Global Lead for the LIBOR Transition. He is based in our New York office.
He joined IHS Markit in 2016. With over a decade of experience in the risk and valuations space, he partners with industry participants in financial markets to develop innovative solutions for the industry. He frequently speaks at industry conferences, to financial media and with industry participants in the OTC derivative markets. He focuses on interest rate derivatives valuations, XVA, funding considerations and the LIBOR transition.
Prior to joining IHS Markit, Mr. Rey was Head of the EMEA Rates Valuations team at Nomura in London. He began his career at HSBC in Paris where he held various roles in SSA Origination, Market Risk and Valuations.
Mr. Rey holds a Master of Science with a dual degree in Econometrics and Quantitative Finance from the Université Paris-Dauphine, France.