2nd Edition Benchmark Rates Reform in the Derivatives Market is a conference dedicated to how global efforts to reform benchmark rates and end Libor will impact derivatives valuations and legacy trades.
2nd Edition Benchmark Rates Reform in the Derivatives Market covers topics such as:
- How the end of Libor will impact derivatives legacy trades particularly in relation to valuations and hedged relationships
- How the derivatives market is preparing the move to a risk free rate through swaps trading
- Hedge exposures under RFRs despite lacking data and with consideration to the impact on capital and liquidity
- How IBOR transition will give rise to valuations and modeling challenges for swaps and interest rates derivative trades
- How the reform of the benchmark rate in other markets such as Japan and South Africa are set to affect swaps
