3rd Annual Benchmark Rates Reform in the Derivatives Market

  • 14-15 Sep 2020
  • London, United Kingdom

Description

The 3rd Annual Benchmark Rates Reform in the Derivatives Market address how global effort to reform the benchmark rates and end Libor will impact derivatives valuations and legacy trades.

The 3rd Annual Benchmark Rates Reform in the Derivatives Market covers topics such as:

  • Explore how the derivatives market is facilitating enablement of the new market with focus on the LCH switch
  • Discover how the end of Libor will impact derivatives legacy trades in respect to valuations and hedged relationships
  • Address how IBOR transition will give rise to valuations and modeling challenges particularly for swaptions and exotics trades
  • Hedge exposures under RFRs despite lacking data and with consideration to developments in the loan market
  • Look into the effects of the benchmark rate reform in other markets such as Japan and Switzerland upon derivatives trading

The 3rd Annual Benchmark Rates Reform in the Derivatives Market brings together attendees with job titles such as:

Bank, Head:

  • Rates Trading
  • Rates (research, structurer, quant)
  • Interest rates derivatives (trading, structured, quant)
  • Swaps (trading, structurer, quant)
  • Fixed income derivatives (trading, structurer, quant)

Past Events

Important

Please, check "Benchmark Rates Reform in the Derivatives Market" official website for possible changes, before making any traveling arrangements

Event Categories

Business: Finance
Services: Banking

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