Benchmark Rates Reform: Valuations, Discounting and Forward Risk 2019 is a conference dedicated to Prepare for the impact of the shift from Libor and Eonia on derivatives valuations and legacy inventory.
Topics
- 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
Who should Attend
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
