Benchmark Rates Reform: Valuations, Discounting and Forward Risk

Benchmark Rates Reform: Valuations, Discounting and Forward Risk is a conference dedicated to Prepare for the impact of the shift from Libor and Eonia on derivatives valuations and legacy inventory.

Benchmark Rates Reform: Valuations, Discounting and Forward Risk covers topics such as:

  • The implications of benchmark rates reform for legacy contracts, liquidity, fallback provisions, and repapering
  • The crucial information necessary to prepare your firm for the shift away from Libor and Eonia
  • The work that banks must do to rehedge and manage exposures in the context of data historical data shortages and regulatory demands
  • Preparing for approaching valuations, modelling and pricing challenges in forward looking curve construction

Benchmark Rates Reform: Valuations, Discounting and Forward Risk brings together senior attendees with job titles such as:

  • XVA Trading
  • From investment banks, Heads of:
  • Fixed Income Derivatives (particularly Interest Rate Derivate and Swaps) Trading/Structuring/Quants

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