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.
Topics
- 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
Who should Attend
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)
