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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Examining the Impact of SOFR on Rate Strategy

Clarifying timelines, understanding your IBOR exposures and developing fallback language to simplify the transition to SOFR

3-5 Dec 2018
DOWNTOWN CONFERENCE CENTER, New York, NY, United States of America

Conference Workshop

Workshop Title: Best methodologies for dealing with the impact of SOFR on cash instruments
This Masterclass will enable you to develop strategies to align cash instruments with the hedging world, create standardized fallback language and understand the triggers that would initiate a fallback within the new SOFR environment.
Workshop Moderator: David Wagner, Managing Member
Company: Wagner Initiatives LLC


Why You Should Attend

Examining the Impact of SOFR on Rate Strategy

This GFMI conference will examine key considerations in establishing economic differentials when addressing legacy derivative contracts, practical tools to develop fallback language in derivative products and the impact of SOFR on trading technology. Speakers will analyze the impact of a secured overnight rate on hedging, the liquidity of the futures market and the future of the swaps market. Finally delegates will get a chance to discuss the need for a term structure and the potential of SOFR becoming the primary reference rate


Key Topics

  • Nomura assess the key differences and market impacts of transitioning from LIBOR to SOFR
  • US Treasury clarify timelines for a smoother transition
  • ISDA examine and explain key considerations for developing and standardizing fallback language
  • Bank of America discuss the impact of SOFR on current IBOR exposures
  • RBC analyze how the futures market has developed under SOFR so far
  • Previous Attendees Include

    American Bankers Association, American Express, Arvest Bank, Associated Bank, Bain Capital LLC, Bank of America, Bank of Hope, Bank of New York Mellon Corporation, Bank of North Dakota, Bank Of The West Inc, Bank Of Tokyo-Mitsubishi Trust Company, Black Knight Financial Services, BlackRock Group, BMO Financial Group, BNP Paribas, BOFL Federal Bank, Capital One Financial Corporation, Carrington Mortgage Holdings, Citi Ventures, Citizens Bank, CO-OP Financial Services, Deloitte, East West Bank, Federal Deposit Insurance Corporation, Federal Home Loan Bank of San Francisco, Federal Housing Finance Agency, Federal Reserve Bank of Atlanta, Federal Reserve Bank of New York, Federal Reserve Bank of Richmond, Fidelity Investments, Franklin Tmepleton Investments, GE Capital, Goldman Sachs, HomeStreet Bank, John Deere Financial, JP Morgan Chase, Lexis Nexis, Manulife Financial, Mastercard Worldwide, Morgan Stanley & Company, National Bank of Canada, Natixis, Nordea Bank, Opus, Peoples Bank, Prudential, PWC, Santa Fe Group, Santander Bank N.A, Silicon Valley Bank, State Farm Insurance, State Street Corporation, SVB Financial Group, Synovus Financial Corp., TD Bank, UBS Financial Services Inc, US Bank, USAA Federal Savings Bank, Vanguard, Visa Inc, Wellington, Wells Fargo Bank


    Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.


    Event Sponsors
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    Event Partners


    Practical Insights From

    Mark Cabana
    Director, Head of US Short Rates Strategy
    Bank of America

    George Goncalves
    Managing Director and Head of Fixed Income Strategy
    Nomura

    Spencer Langston
    Managing Director
    Wells Fargo

    Ann Battle
    Assistant General Counsel
    International Swaps and Derivatives Association, Inc.

    Christian Rasmussen
    Managing Director, Global Head Liability Creation Structuring and Flow Management, Global Co-Head Repo Trading
    UBS

    Michael T Cloherty
    Head of US Rates Strategy
    RBC

    Christopher Edmonds
    Senior Vice President, Financial Markets
    Intercontinental Exchange

    Robert Zambarano
    Managing Director
    Guggenheim Securities

    Click Here For Full Agenda

    Voice of Our Customers
    • “Great audience discussion leading to some good solutions.” – Goldman Sachs
    • “Enjoyed the conference...great mix of bankers, bank regulators, and vendors in a workable size.” –Federal Reserve Bank of New York
    • "Well done. Thanks for everything, looking forward to next year.” – SunTrust Bank
    • "The best conference. Materials were clear and rich. Well put together and organized." - BNY Mellon
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Yiota Andreou GFMI


    marcusevans
    Nicosia,cyprus


    Telephone:
    +357 22 849 404
    Fax:
    Email: yiotaan@global-fmi.com