Libor driving shift to machine learning – Delta Capita

Machine learning is set to take an increasingly important role in the move away from Libor as firms begin the switch to risk-free rates in earnest after emerging from the Brexit transition period, according to Delta Capita. “People are taking this much more seriously,” the London-based firm’s head of consulting Rezwan Shafique (pictured) told Global Investor. “They understand and appreciate the 80%-20% rule, that from a volume perspective it’s the 20% that’s going to be the problem.”