The 3rd Interest Rate Reform (Ibor Transition) Conference

The 3rd Interest Rate Reform (Ibor Transition) Conference

WBS Training

Revisit The 3rd Interest Rate Reform (Ibor Transistion) Conference, originally presented: Monday 22nd February – Friday 26th February 2021

 

Selected Speakers & Topics:

TILMAN LÜDER: Head of the Securities, European Commission - We can take Libor reform  to the  next level - multi jurisdictional issues, comparing US, U.K. and EU.

ANDREI LYASHENKO: Head of Market Risk and Pricing Models, Quantitative Risk Management (QRM), Inc. - “The Curious Case of Backward Short Rates”
 
FABIO MERCURIO: Global Head of Quant Analytics, Bloomberg L.P. - "The
Generalized Forward Market Model: Modeling the Volatility Decay"

 
BENNY TJAHJONO: Director, Senior Balance Sheet Quantitative Analyst, Federal Home Loan Bank of Chicago - Simulating the SOFR Term Structure
 
SANDEEP SHUKLA: Head USD Swaps Trading at Natixis CIB Americas: SOFR/LIBOR Transition Impact on Markets Fallbacks 
 
OSCAR ARIAS: Head of Structured Rates Quantitative Analytics, NatWest MarketsLIBOR Reform and the ICE LIBOR Swap Rate Fixing
 
SHARON FREEMAN: Managing Director, Antevorta Consultants - Implementing your IBOR Transition Programme 
 
MOORAD CHOUDHRY: Non-Executive Director: Loughborough Building Society - LIBOR Transition: update and impact on origination, funding and hedging policy
 
ANDREA MACRINA: Reader in Mathematics, University College London (UCL) - New Risk-Free-Rates Are No Benchmark Replacement For Genuine Term Rates
 
NAVIN RAUNIAR: Partner & Director PRMIA - AI & ML solutions for the LIBOR Transition
 
MARC HENRARD: Managing Partner muRisQ Advisory and Visiting Professor, University College London - Overnight Benchmark Transition: Convexity adjustments in OIS and IBOR swaps.
 
NAVIN RAUNIAR: Partner & Director PRMIA - SOFR Transition
 
COLIN TURFUS: Quantitative Analyst, Deutsche Bank - Risky Caplet Pricing with Backward Looking Rates
 
JONATHAN SCHACHTER: Independent Consultant, UBS - Jump Risk in LIBOR Fallbacks
 
ERIK VYNCKIER: Interim Chief Executive, Foresters Friendly Society - Libor Transition - Transitioning to where and how? 
£199.00