The 3rd Interest Rate Reform (Ibor Transition) Conference, 22nd - 26th February

WBS Training

 
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
 
ADOLFO MONTORO: Director, Global Market Risk Analytics, Bank of America - Key implications of adopting IBOR in the context of FRTB
 
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
 
ELIAS DABOUSSI: Quantitative Analyst, Bank of America Merrill Lynch - Consistent Multivariate Modelling of Swaptions and CMS Derivatives
 
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
 

This conference will be hosted via Zoom for live chat and includes access to our online educational portal. At the end of each conference day the video lecture, and slides will uploaded online to continue the debate via the daily forum.

Post conference the recordings will be available via our online educational portal for 6 months.