E:\marcusevansassets\Doc\Events\ Global Financial Markets Intelligence conferences | Implications of the Transition to the Secured Overnight Financing Rate (SOFR) on the $US Derivative Market

Global Financial Markets Intelligence

Global Financial Markets Intelligence

Implications of the Transition to the Secured Overnight Financing Rate (SOFR) on the $US Derivative Market

Understanding the move from LIBOR to SOFR and the development of the SOFR-backed derivatives market, as well as the issues posed by a lack of liquidity, legacy contract uncertainty, term rates, and future implications for the fixed income derivative market

18-19 Nov 2019
San Francisco, United States of America

Why You Should Attend

Implications of the Transition to the Secured Overnight Financing Rate (SOFR) on the $US Derivative Market

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we have therefore limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.

How will you benefit?

Gain a working knowledge of the specifics of the SOFR replacement index

Become familiar with the developments in the transition from $US LIBOR to SOFR in interest rate derivatives markets

Develop a practical understanding of SOFR yield curve modeling 

Learn about the continued uncertainties facing the transition to SOFR

Investigate future implications of the adoption of SOFR as the benchmark rate on the market for fixed income derivatives

About your expert trainer:

Jeff Kahle, Founder and CEO, Hallam Road Incorporated

Jeff Kahle has over 30 years of global experience in interest rate derivatives. Jeff worked at Euro Brokers/BGC Partners for 20 years in the OTC interest rate options group where he was responsible for pricing and research. These responsibilities included working with the quantitative department to develop proprietary derivative pricing systems as well as producing derivative strategies for the firm’s clients. Jeff also worked to establish the Tokyo inter-dealer market for rate options denominated in $US and yen. His global experience includes providing brokerage services and research to European and British institutional accounts from the London office of Euro Brokers.

He currently runs Hallam Road Incorporated, a consultancy providing derivative solutions. He has written articles covering SOFR, including “SOFR Debt Issuance Poised for Continued Expansion in 2019” (January 2019), interest rate options, historical rates trends, and the US federal budget. Jeff is a graduate of Yale University.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

From Banks, Asset Managers, Broker/Dealers, Insurance Companies and all other financial institutions:

· Interest Rate Derivative Sales

· Interest Rate Derivatives Traders

· Interest Rate Risk Managers

· Fixed Income Fund Managers

· Corporate Treasurers

· Compliance Officers

· Financial Officers

· Regulators who supervise or examine banks or financial institutions

· CFOs (Chief Financial Officers)

· COO (Chief Operating Officers)

· CRO (Chief Risk Officers)

· CIO (Chief Information Officers)

· CPAs (Certified Public Accountants)

· CBAs (Chartered Bank Auditors)

Previous Attendees Include

Bank of America, Citi, JP Morgan, SunTrust, PNC, BOK Financial, Bank of Oklahoma, Federal Home Loan Bank of New York, Morgan Stanley, Bank of the Cascades, Fifth Third Bank, Capital One, State Street, RBS Citizens Bank, Wells Fargo, Union Bank, Bank of the West, Royal Bank of Canada, TD Bank, Scotiabank, KeyBank and Sovereign 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.

Voice of Our Customers
  • “Overall very informative, with experienced senior managers. Well done!” VP and Senior Manager, BMO Harris Bank
  • “Very good event bringing a very impressive group of experts” Scotiabank
  • “A great event for practitioners” Citigroup
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Event Contact

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

Antonello Sarra


+44 203 002 3329
Email: antonellosa@marcusevansuk.com