Benchmark Strategies Forum

Tuesday, April 13, 2021
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Most LIBOR settings are almost certain to cease to exist after the end of 2021, although the most popular US dollar settings are expected to continue until mid-2023. This ISDA Virtual Conference will explore the expected timetable for LIBOR cessation, regulatory expectations on new LIBOR use and the upcoming milestones for transition.

 

Registration for this event will close 2 hours before the live broadcast

This is an ISDA Virtual Conference:

  • Registration for this conference is complimentary
  • Event will be live on April 13, 2021 from 9:00 AM – 12:30 PM EST  |  Timezone Converter
  • Miss part of the event or aren’t able to watch live? The recording will be available to registrants until May 13, 2021

Educational Credits

3.5 CLE Credit Hours Available (New York) Transitional and Non-Transitional

3.5 CPE Credit Hours Available

3.25 CPD Credit Hours Available (England and Wales)

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Tuesday, April 13, 2021

Print Agenda Benchmark Strategies Forum for

9:00 AM Opening Remarks

9:05 AM Welcoming Remarks

9:10 AM Keynote Address

A senior regulator will describe progress on IBOR transition in the region and set out regulatory expectations in 2021.

9:30 AM Timetable for LIBOR Cessation

It now seems certain that all sterling, euro, Swiss franc and yen LIBOR settings and one-week and two-month US dollar LIBOR will cease after the end of 2021, with the remaining US dollar settings ending in mid-2023. How will cessation likely play out in practice and how will markets react? What will this mean for new use of LIBOR, the transition of legacy transactions and the calculation of fallbacks? What will the possible development of a synthetic LIBOR mean for cash and derivatives markets?

10:20 AM Break

10:30 AM Interview

ISDA speaks with leading market participants on the remaining milestones for transition.

11:00 AM Transitioning Cleared and Non-Cleared Derivatives

Following the successful ‘big bang’ switch to SOFR and €STR discounting last year, what steps are the major clearing houses taking to prepare for the end of LIBOR? Will central counterparties actively convert LIBOR positions to risk-free rates ahead of any cessation?  Are dealers considering similar conversions for non-cleared derivatives?

11:45 AM Managing Cash and Derivatives

While a growing volume of bonds and some loans have been issued on a global basis that reference RFRs compounded in arrears, some issuers have expressed a preference for forward-looking term rates – something various public-/private-sector RFR working groups and benchmark administrators are exploring at least three such rates exist based on SONIA. Others have voiced support for alternative rates that incorporate a credit-sensitive component. What approach are bond and loan issuers taking, and what implications does this have for derivatives hedges?

12:30 PM Conference Concludes

Agenda is subject to change.

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ISDA is an accredited provider of continuing education credits by the following organizations:

  • CLE

    ISDA has been certified by the New York State Continuing Legal Education Board as an Accredited Provider of continuing legal education in the state of New York.

  • CPE Sponsory

    ISDA is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be addressed to the National Registry of CPE Sponsors: 150 Fourth Avenue North, Suite 700, Nashville, TN 37219-2417. www.nasba.org

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