Transitioning to a post-LIBOR world: How to manage risks and seize opportunities in a changing environment

Libor is a cornerstone of today’s financial industry, underpinning an estimated $350 trillion in contracts. The size, scale and scope of Libor usage makes the transition to a post-Libor world by 2021 arguably one of the biggest challenges facing financial firms.

This webinar provides a critical understanding of Libor’s current status, the transition, building curves, valuation and modelling, and advancing technology to prepare for market changes.

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

 

Featured SpeakerS:

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

 

Moderator: Helen Bartholomew, Editor-at-large, Risk.net
 

 

 

If you experience any difficulties viewing or completing this form, please contact us for help.

newsletter issue - Jan 17, 2023

Thinking Derivatively – January 2023 Newsletter

journal issue

Numerix Journal Vol. 8, No. 1

newsletter issue - Dec 13, 2022

Thinking Derivatively – December 2022 Newsletter

on-demand webinar

Machine Learning for Market Data Anomaly Detection & Gap Filling

white paper

White paper | The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining...

on-demand webinar

On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations

newsletter issue - Nov 14, 2022

Thinking Derivatively – November 2022 Newsletter

on-demand webinar

NxCore Cloud in Action: Examples of Capital Market Apps & How They Were Built

on-demand webinar

Portfolio Management Using Advanced Market & Credit Simulations

on-demand webinar

Modernizing Risk Management Technology: Has the Game Changed?

white paper

White paper | Analyzing the Global Usage of XVAs: the Similarities and Differences Across Regions...

newsletter issue - Oct 12, 2022

Thinking Derivatively – October 2022 Newsletter