Risk.net | LIBOR Countdown: Spotlight on Derivatives

This webinar examined the pros and cons of swaps fallback language, the case for pre-cessation triggers, as well as preparing for SOFR/ESTR discounting.

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 led a discussion around LIBOR transition with specific focus on the derivatives market.

Key topics of discussion included:

  • 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



Duncan Wood, Global Editorial Director, Risk.net

Ping Sun, SVP, Libor Transition, Numerix

Simon Maisey, Managing Director, Global Head of Corporate Development, Tradeweb

Philip Whitehurst, Senior Director, Rates Products, LCH

Ales Lipensky, Head of Derivatives Funding, Deutsche Bank




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