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Global Financial Markets Intelligence

Global Financial Markets Intelligence

3rd Annual Benchmark Rates Reform in the Derivatives Market

Address how global effort to reform the benchmark rates and end Libor will impact derivatives valuations and legacy trades

14-15 Sep 2020
London, United Kingdom


Why You Should Attend

3rd Annual Benchmark Rates Reform in the Derivatives Market

Canít physically attend this conference? Donít worry whilst your ability to travel may have been restricted we know your appetite for key business insights remains; our Live+ digital platform has you covered. Take advantage of our online live stream of the event, enabling you to attend all event presentations remotely; engage with speakers, take part in polling and benefit from the Q&A. In additional all presentations will be available on-demand, hosted on our digital platform for your to re-visit and continue to access for up to 6 months post event. Your content, your way. Register now HERE!

The transition to risk free rates is disrupting the trading industry and financial firms should be attentive in being aware of how the market is evolving around possible solutions. Considering the limited liquidity around the main RFRs and current efforts to limit the global exposure to LIBOR, it is imperative that all type of banks stay up-to-date with recent developments in the marketplace, in order to strategically manage the legacy books and properly model challenging products. On one hand, ongoing discussions around practices for the legacy trades and how to deal with broken hedges will have an impact on the portfolio exposure. On the other hand, there is still a lot of uncertainty on effective modeling and valuation of trades, given the limited data available. Firms should ensure keeping pace to ensure a smooth transition in line with tight deadlines.

With that in mind, this marcus evans event will address how global efforts to reform the benchmark rate and end LIBOR will impact derivatives valuations and legacy trades.


Key Topics

  • Explore how the derivatives market is facilitating enablement of the new market with focus on the LCH switch
  • Discover how the end of Libor will impact derivatives legacy trades in respect to valuations and hedged relationships
  • Address how IBOR transition will give rise to valuations and modeling challenges particularly for swaptions and exotics trades
  • Hedge exposures under RFRs despite lacking data and with consideration to developments in the loan market
  • Look into the effects of the benchmark rate reform in other markets such as Japan and Switzerland upon derivatives trading
  • Previous Attendees Include

    ABSA Capital
    Banca IMI
    Banco Sabadell
    Bank of England
    Barclays Capital
    BBVA
    BNP Paribas Ltd
    CIBC
    Citi
    CompatibL
    Daiwa Capital Markets
    Deutsche Bank
    DNB
    Eurobank
    Federal Reserve Bank of New York
    Global Valuation Limited
    ICA
    JP Morgan
    Jyske Bank
    Lloyds Banking Group
    National Australia Bank
    Natixis
    Nomura International PLC
    Nordea
    Royal Bank Of Canada
    Scotiabank
    SFIL
    Swedbank
    UBS
    UniCredit
    VTB Capital PLC


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    Practical Insights From

    Bernard Delcour
    MD Head Rates Trading Europe
    ING

    Eske Traberg Smidt
    Head Global Rates Trading
    Danske Bank

    Sandeep Shukla
    Head USD Swaps Trading
    Natixis CIB Americas

    Petra de Deyne
    Advisor for Strategic Developments
    EMMI

    Tilman Leuder
    Head of the Securities Markets Unit
    European Commision

    Rick Sandilands
    Senior Counsel
    Europe ISDA

    Doug Laurie
    Programme Director, Wholesale Lending Technology and Change
    Barclays

    Emiliano Papa
    Director Head of Rates and FX
    Deutsche Bank

    Click Here For Full Agenda

    Voice of Our Customers
    • “It’s an important topic to cover. To gather a group of professionals to discuss developments and directions is a great initiative,” - Mizuho Bank
    • “Good conference, very informative meeting,” - EBRD
    • “Good speakers, interesting topics’ - Credit Agricole
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    Event Contact

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

    Yiota Andreou


    marcus evans (Europe) Ltd
    PO Box 24797
    Cyprus

    Telephone:
    +357 22 849 404
    Fax: +357 22 849 310
    Email: YiotaA@marcusevanscy.com