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4th Edition LIBOR Transition in Loans and Derivatives
Switching both new and legacy LIBOR contracts to the new Risk-Free Rates across futures, swaptions, structured products, securities and loans in preparation for 2021.
7-9 Dec 2020
New York, NY, United States of America
- Why You Should Attend
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4th Edition LIBOR Transition in Loans and Derivatives
This GFMI industry meeting will examine the client facing, operational and risk-based challenges of transitioning fixed income contracts away from LIBOR, into new Risk-Free Rates (RFRs.) Delegates will hear how their peers are communicating these changes with their clients and borrowers, and learn the different options available for them to implement in lieu of a credit spread and forward-looking SOFR. The latest updates to the ARRC and ISDA guidelines and fallback language will also be assessed, as well as the volatility of the new RFRs and the future of the cash and derivative markets. Furthermore, the meeting will explore what scenarios to expect from the CCP discounting switch, vendor readiness and different strategies to transition technology and trading infrastructure to support the new RFRs.
- Key Topics
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- Build awareness of market liquidity trends and expected scenarios from mortgage agency and CCP switches
- Identify the right rate for each contract and transition legacy papers in accordance with ISDA and ARRC guidelines
- Benchmark the different options to calculate credit sensitivities in your loan portfolio and communicate changes to your borrowers
- Adapt systems and collaborate with vendors to ensure a smooth adoption of the RFRs
- Why Choose GFMI marcus evans?
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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.
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- Event Contact
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For all enquiries regarding speaking, sponsoring and attending this conference contact:
Melini Hadjitheori GFMI
455 N Cityfront Plaza 9th Floor
Chicago, 60611, USA
Telephone: +1 312 540 6347
Fax: +1 312 276 8505
Email: melinih@global-fmi.com