On-Demand Webinar | and Numerix: Transitioning to a Post-LIBOR world

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27 March 2019
United States


  • 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

Event details

Geographic Focus
Asia-Pacific, EMEA, LATAM, North America