LIBOR Countdown: Spotlight on Derivatives

The next 12 months will determine how rates markets cope with the death of Libor. Risk.net has been covering Libor reform efforts since the Financial Stability Board fired the starter’s pistol in 2014, providing more depth and detail than any other publication. With those efforts now entering their critical phase, Risk.net’s editorial team will run a series of quarterly webinars, breaking down the issues facing the market, tracking the progress made and highlighting the remaining questions.

On March 26th at 11 AM EDT Risk.net's global head of editorial, Duncan Wood will lead a disucss around LIBOR transition with specific focus on the derivatives market.

On the registration page, tick the box "Spotlight on Derivatives" to join the webinar!

Key topics of discussion will include:

• The pros and cons of swaps fallback language
• The case for pre-cessation triggers
• Preparing for SOFR/€STR discounting
• Developments in non-linear RFR derivatives markets
• Cross-currency swap developments

Speakers:

• Ping Sun, SVP, Libor Transition, Numerix
• Duncan Wood, Global Editorial Director, Risk.net
• Simon Maisey, Managing Director, Global Head of Corporate Development, Tradeweb
• Philip Whitehurst, Senior Director, Rates Products, LCH
• Jason Granet, Head of firm-wide Libor transition, Goldman Sachs
• Ales Lipensky, Head of Derivatives Funding, Deutsche Bank