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Global Financial Markets Intelligence

Global Financial Markets Intelligence

2nd Annual Benchmark Rate Reform for Treasury and Accounting

Impact of the transition to risk free rates on fair value of financial instruments, hedge accounting and P&L volatility

18-20 Nov 2020
London, United Kingdom

Conference Workshop

Workshop Title: Fixing in arrears of the new indices based on overnight rates
This workshop will examine and explain the methodologies which can be used to calculate and fix the new indices based on overnight rates
Workshop Moderator: Andrea Bugliarello
Company: Senior Practitioner


Why You Should Attend

2nd Annual Benchmark Rate Reform for Treasury and Accounting

This marcus evans conference will investigate the impact of the transition to risk free rates on the fair value of financial instruments and P&L volatility.

As LIBORís demise draws closer, more strain will be placed on financial instruments to move to the newer rates. This shift will introduce changes in the fair value of these instruments and threaten the hedging relationships they are attached to. As time goes on, the threat of ineffective hedging increases, with the associated dangers of de-designation, and the need to potentially unwind certain hedges. Whilst the IASB have released their phase 1 relief and tackled many of these issues, the work is far from over Ė with further effort needed to manage the transition and period preceding it. It will be crucial that the impact on balance sheets and hedge accounting is foreseen and work is done to mitigate potential issues. With P&L volatility, basis risk, and broken or ineffective hedge relationships looming, institutions must work now to effectively navigate the transition to the backdrop of regulatory guidance.

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Canít physically attend this conference?

Donít worry we have you covered! If your ability to travel is restricted we know your appetite for key business insights remains so our Live+ digital platform enables you to fully participate in the event remotely. Of course it provides access to live online streams of all session, but much more than that, it ensures you are able to engage with speakers directly allowing you to participate in Q&A, relevant breakout groups as well as event polling and other insights and resources delivered during the event. We realise interacting with other delegates is key to your event experience, so our innovate online solution allows you to set up online meetings with other virtual and physical attendees throughout the event; ensuring you still walk away with those key contacts that can make a tangible difference to you and your business. The platform will continue to host all event content on-demand for you to re-visit and continue to access for up to 6 months post event.

Your content. Your way.


Key Topics

  • RBS investigate the Phase Two relief provided by the IASB, and the effects upon hedge accounting
  • De Volksbank examine the links between and problems of Hedge accounting and ALM
  • ABN AMRO address the impact of the IBOR transition upon the banking book
  • Santander assess the increase in disclosures required by the move to risk free rates and the knock on impact
  • Previous Attendees Include

    Banca IMI
    Bank of Ireland
    Barclays
    Birmingham City University
    BNP Paribas
    Credit Agricole
    Credit Suisse
    Deutsche Bank
    Global Valuation Ltd
    HSBC
    ING Investment Banking
    Morgan Stanley
    Nomura
    Nordea AB
    Rabobank Nederland
    Santander
    Sberbank
    Standard Chartered
    Swedbank
    Trioptima
    UBS Investment 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.






    Practical Insights From

    Michael Tiplady
    Head of Hedge Accounting
    RBS

    Suresh Chadda
    Head of Hedge Accounting
    Rabobank

    Jeroen Bak
    Senior Specialist ALM
    De Volksbank

    Halil Ibrahim Eren
    Financial Reporting Manager
    Garanti Bank

    Wilson Jan Kansil
    Senior Expert Strategy and Planning ALM/Treasury
    ABN Amro

    Rolf Folk
    Head of Hedge Accounting
    UBS

    Duncan Fitzpatrick
    Balance Sheet Manager
    Newcastle Building Society

    David OíReilly
    Project Manager, Hedge Accounting
    UniCredit

    Click Here For Full Agenda

    Voice of Our Customers
    • Was a great experience, it is always interesting to compare ourselves to other companies’ best practice and we had some very stimulating discussions. ANZ
    • Always good to be around fellow professionals to discuss our current challenges and to hear how issues are being treated between banks. ABN AMRO
    • “Great conference. The right level of technical and strategic content. RBS
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    Event Contact

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

    Constandinos Vinall


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