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.
Attend cutting-edge conference sessions, obtain access to unique expertise and take away new solutions to your day-to-day business challenges.
- 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
Keynote Speakers include:
- 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
To find out more please visit the event website: http://bit.ly/2Ur9xCd
For registration fees, please email email@example.com or call: + 357 22 849 425