...
6) For next week.
Proceedings:
Reviewed Treasury yields, various Federal Funds rates, and discussed needing definitions for these since the Treasury yields in particular will be replacing LIBOR as the basis for certain derivatives calculations, soon, at least in the US.
David Saul will set up a meeting with Michael Burg at SS, who is an SME in this space, for next week, to help us tease this out.
Note that David will not be available next week (Aug 4th) due to business commitments.
Decisions:
Action items
- David Saul (Unlicensed) to set up a meeting with Michael Burg to assist with definitions related to Treasury and Federal Funds rates