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
- The Future of LIBOR: Quantitative perspective on benchmarks, overnight, fallback and regulation by Marc Henrard
Thursday 5th March 2020
Friday 6th March 2020
Benefit from The Super Early Bird Discount and 3-for-2 offer
- When 2 colleagues attend the 3rd goes free!
- Super Early Bird Discount: 25% Until 24th January
- Early Bird Discount: 15% Until 14th February
- Main Conference + Workshop (£300 Discount)