14-15 September 2020
London, United Kingdom
Live Streaming & On - Demand
The transition to risk free rates is disrupting the trading industry and financial firms should be attentive in being aware of how the market is evolving around possible solutions. Considering the limited liquidity around the main RFRs and current efforts to limit the global exposure to LIBOR, it is imperative that all type of banks stay up-to-date with recent developments in the marketplace, in order to strategically manage the legacy books and properly model challenging products. On one hand, ongoing discussions around practices for the legacy trades and how to deal with broken hedges will have an impact on the portfolio exposure. On the other hand, there is still a lot of uncertainty on effective modelling and valuation of trades, given the limited data available. Firms should ensure keeping pace to ensure a smooth transition in line with tight deadlines.
With that in mind, this marcus evans event will address how global efforts to reform the benchmark rate and end LIBOR will impact derivatives valuations and legacy trades.
marcus evans Live+
Our passion is connecting people through our events; we firmly believe a virtual event experience should be no different. Our Live+ content platform will of course give you access to all the presentations as they happen and beyond, but we have to do much better than that! Our focus is on unlocking the incredible knowledge, experience and value within our entire event delegation, not just our world class speakers. That is why our Live + platform is loaded with features to ensure you are able to fully participate.
Insightful – Flexible – Impactful
Attending this conference will enable you to:
- 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