4th & 5th March 2020
The current global reform of interest rate benchmarks is radically changing the scenario, adding more and more interest rates, with important consequences for pricing and risk management of financial instruments.
With the increased expectation of some IBORs discontinuation and the increasing regulatory
requirements related to benchmarks, a more robust fallback provision and a clear transition plan for benchmark-linked derivatives is becoming paramount for the interest rate market.
This conference will explore the current challenges facing Interest Rate Reform from a quant perspective.
Wednesday 4th March 2020, Workshop Day:
- The Future of LIBOR: Quantitative perspective on benchmarks, overnight, fallback and regulation
Thursday 5th March 2020, Conference Day
- Interest Rate Reform Stream