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.
Topics
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
Past Events
2nd Edition Benchmark Rates Reform in the Derivatives Market - 13-15 Nov 2019, London, United Kingdom (85262)
Important
Please, check "Edition Benchmark Rates Reform in the Derivatives Market" official website for possible changes, before making any traveling arrangements
