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Global Financial Markets Intelligence

Global Financial Markets Intelligence

3rd Edition LIBOR Transition in Derivatives and Cash Products

Strategies for a smooth transition to alternative risk-free rates for both new and legacy contracts in fixed income portfolios

4-5 Dec 2019
Downtown Conference Centre, New York, United States of America

Conference Workshop

Workshop Title: Data and technology strategies to support front-office fixed income trading during and after the LIBOR transition
This Masterclass will demonstrate how to integrate the right data and technology into current infrastructures to support the front-office trading functions during the LIBOR transition and post-2021.
Workshop Moderator: Olu Oni, Managing Partner
Company: Acuity Derivatives


Why You Should Attend

3rd Edition LIBOR Transition in Derivatives and Cash Products

This 3rd edition GFMI event examines the impact the end of LIBOR will have on the trading of fixed income derivatives and cash products. Delegates will learn how SOFR and other LIBOR replacements should be incorporated into legacy contracts and fallback language. The key industry practitioners will discuss how to build liquidity in alternative RFR products and begin to hedge risk to ease the transition. Curve modeling, valuations and PAI during the LIBOR transition and after 2021 will also be explored.


Key Topics

  • Understand the ISDA protocol around LIBOR transition
  • Evaluate the impact of LIBOR transition on legacy contracts
  • Develop strategies to overcome the illiquidity of products in the market using alternative RFRs
  • Analyze LIBOR and SOFR exposures to hedge risk and price products accordingly
  • Prepare for the end of LIBOR and the adoption of a new benchmark interest rate
  • 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
    Sponsor
    IHS Markit
    Visit website >>


    Event Partners


    Practical Insights From

    Akshay Das
    Managing Director, Fixed Income Derivatives
    JP Morgan

    Kirsten Doody
    Managing Director, Deputy COO for Fixed Income and Commodities
    Morgan Stanley

    Dongsheng Lu
    Managing Director, Head of Quantitative Strategy for Derivatives, Fixed Income and Equity
    BNY Mellon

    Kristen Walters
    Managing Director, Risk and Quantitative Analysis
    BlackRock

    Robert Zambarano
    Managing Director, Macro Products Strategist
    Guggenheim Securities

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

    Ashutosh Tripathi
    Managing Director, Structuring and Derivatives Solutions
    Mizuho

    Alexis Pederson
    Senior Company Counsel
    Wells Fargo

    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:

    Alexia Mavronicola GFMI


    9 Demostheni Severi Street
    1080, Nicosia, Cyprus


    Telephone:
    0035722849425
    Fax:
    Email: alexiamav@global-fmi.com