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3rd Annual Benchmark Rates Reform in the Derivatives Market

Address how global efforts to reform the benchmark rates and end Libor will impact derivatives valuations, legacy trades, and P&L volatility

3-5 February 2021
Virtual, Live+

Why You Should Attend

3rd Annual Benchmark Rates Reform in the Derivatives Market

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 modelling 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.

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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

  • Natixis invstigates the lack of liquidity in SOFR and the challenges in its marketplace
  • Deutsche Bank analyses multi-curve modeling in view of the transition to RFRs
  • Santander assess the increase in disclosures required by the move to risk free rates and the knock on impact
  • EMMI offers an administrator’s perspective on the Euro RFRs
  • De Volksbank examine the links between and problems of Hedge accounting and ALM
  • Previous Attendees Include

    ABSA Capital
    Banca IMI
    Banco Sabadell
    Bank of England
    Barclays Capital
    BNP Paribas Ltd
    Daiwa Capital Markets
    Deutsche Bank
    Federal Reserve Bank of New York
    Global Valuation Limited
    JP Morgan
    Jyske Bank
    Lloyds Banking Group
    National Australia Bank
    Nomura International PLC
    Royal Bank Of Canada
    VTB Capital PLC

    Why Choose 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.

    Event Sponsors
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    Event Partners

    Practical Insights From

    Eske Traberg Smidt
    Head Global Rates Trading
    Danske Bank

    Sandeep Shukla
    Head USD Swaps Trading
    Natixis CIB Americas

    Helmut Wacket
    Head of Money Market and Liquidity Division

    Petra de Deyne
    Advisor for Strategic Developments

    Tilman Leuder
    Head of the Securities Markets Unit
    European Commision

    Chirag Dave
    Executive Director, Sterling Rates Trading
    Goldman Sachs

    Rick Sandilands
    Senior Counsel
    Europe ISDA

    Emiliano Papa
    Head of Rates and FX Model Validation
    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:

    Constandinos Vinall

    marcus evans (Europe) Ltd
    PO Box 24797
    1304 Nicosia, Cyprus

    +357 22849 380
    Fax: +357 22849 394