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Global Financial Markets Intelligence

Global Financial Markets Intelligence

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.

14-15 Apr 2021
Online, United States of America

Why You Should Attend

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

  • 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?

    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.

    Practical Insights From

    Tom Wipf
    Vice Chairman of Institutional Securities and Chair of the ARRC
    Morgan Stanley

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

    Rajeev Rajan
    Global Head of Private Equity Valuation and Valuation Methodology

    Rachel Sacco
    Managing Director and Head, IBOR Transition Office
    BMO Capital Markets

    Chris McAlister
    Managing Director, Global Head of Derivatives Trading

    Robert Zambarano
    Managing Director, Macro Products Strategist
    Guggenheim Securities

    Jumana Poonawala
    Senior Vice President, Chief Program Officer, LIBOR Transition Office
    US Bank

    Click Here For Full Agenda

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    Event Contact

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

    Melini Hadjitheori GFMI

    455 N Cityfront Plaza 9th Floor
    Chicago, 60611, USA

    +1 312 540 6347
    Fax: +1 312 276 8505
    Email: melinih@global-fmi.com