Please join us for our upcoming Refinitiv Academy webinar taking place on Wednesday 21st June.

Implied Cap/Floor Volatility in an ARR (Post IBOR) World
Everything you wanted to know about ARR caps and floors


  • The use and need for implied Volatility risk (vega)
  • Concept of implied volatility and why there is no clear standard for ARR caplets
  • The mechanics of ARR caplets – how do they differ from IBOR caplets
  • Option models and their limitations
  • ARR Cap and Floor transition so far: Which markets have moved, and which ones remain “in the pipeline”
  • TraditionData’s IRO product offering over Refinitiv


Steve Dalton, Director – Analytics
James Stanhope, Head of Data Sales – EMEA
Ian Sams, Head of Product – EMEA

Register to attend