3rd Annual Benchmark Rates Reform in the Derivatives Market

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. Can’t physically attend this conference? Don’t worry whilst your ability to travel may have been restricted we know your appetite for key business insights remains; our Live+ digital platform has you covered. Take advantage of our online live stream of the event, enabling you to attend all event presentations remotely; engage with speakers, take part in polling and benefit from the Q&A. In additional all presentations will be available on-demand, hosted on our digital platform for your to re-visit and continue to access for up to 6 months post event. Your content, your way. 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 For more information please visit https://bit.ly/2OjT1Sb or contact Yiota Andreou at yiotaa@marcusevanscy.com