On-Demand Webinar | Risk.net and Numerix: Transitioning to a Post-LIBOR world
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27 March 2019
- Liang Wu, Vice-president of financial engineering, Numerix
- Philip Whitehurst, Head of service development rates, SwapClear, LCH
- Edward Ocampo, Former senior adviser, Bank of England
- Jasper Lillingston, Director, Treasury, European Bank for Reconstruction and Development
Key topics discussed:
- The current status of the risk-free rate (RFR) transition plan and how market participants are using RFRs Valuation Adjustment
- How market participants can prepare for and manage a forced transition via fallback language
- The best approach to building curves in less liquid RFR markets and what additional risk management measures are required
- How and when RFR liquidity can reach critical mass
- The impact of shifting from liquid Libor to less liquid RFRs and how will that will impact derivatives pricing
- The wider impacts of losing a rate that is so prevalent in valuation, risk and forecasting models
- A checklist for systems upgrades – the size of the IT challenge and what changes firms need to make
Asia-Pacific, EMEA, LATAM, North America