Webinar: Empyrean Market Rate Service
Watch the Webinar
Description
Empyrean Solutions is releasing two new features for Empyrean customers, market rate services.
-The interest rate service includes month end and implied forward rates for the US Treasuries, Fed. Funds OIS, SOFR OIS, BSBY swap yield curves and a top analysts’ consensus forecasts of key U.S. interest rates.
-The volatilities service includes SOFR swaption and interest caps volatilities for term structure model calibration and valuation.
Presented November 21st, 2023
This article is for informational purposes only and does not constitute legal or regulatory advice. Consult your institution’s legal or compliance counsel for guidance specific to your circumstances. Full text of the guidance is available from the Federal Reserve: SR 26-2, Revised Guidance on Model Risk Management (April 17, 2026).
https://www.federalreserve.gov/supervisionreg/srletters/SR2602.htm