Benchmark Strategies Forum

Thursday, June 3, 2021
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With a matter of months to go until the end of 2021, when 30 LIBOR settings with either cease or become non-representative, what issues still need to be resolved? Which alternative rates are gaining traction, and how are regulators and market participants dealing with tough legacy exposures? This ISDA virtual event will explore the remaining challenges and consider how firms are dealing with them.

 

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

 

This is an ISDA Virtual Conference:

  • Registration for this conference is complimentary
  • Miss part of the event or aren’t able to watch live? The recording will be available to registrants until July 3, 2021.

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Thursday, June 3, 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 Break

9:35 AM Benchmarks in a Post-LIBOR World

The risk-free rates identified by various national working groups are currently trading with varying degrees of liquidity, and with a variety of conventions across derivatives and other instruments. In some cases, administrators are producing forward-looking term rates based on some of these rates. In the US, various credit-sensitive benchmarks have also emerged that are meant to reflect the dynamics of bank lending markets. What rates are gaining most traction? What should market participants consider when choosing a reference rate? This panel will explore the current landscape and discuss what the market might look like in a post-LIBOR world.

10:25 AM Interview

10:45 AM Break

10:50 AM A Legislative Approach

The US, EU and the UK are all considering legislative solutions to tackle tough legacy exposures. What approach is being taken in each case and how will these solutions interact with each other and with contractual fallbacks? What’s the timing for the legislation and who will benefit from it?

11:20 AM Break

11:25 AM Dealing with Cleared Portfolios

The major central counterparties (CCPs) plan to take an active approach to transition, shifting existing contracts from LIBOR to alternative rates before fallbacks take effect. This panel looks at the methodologies being adopted by the CCPs, as well as how compression might help with the transition.

12:05 PM Break

12:10 PM IBOR, Not LIBOR

While LIBOR’s days are numbered, a number of other key IBORs are expected to continue alongside local currency risk-free rates. What are the implications of this approach and what rates are market participants trading? This panel will also cover ISDA’s forthcoming work to develop fallbacks for additional IBORs, including the approach for synthetic benchmarks that use US dollar LIBOR as an input.

12:50 PM Conference Concludes

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Agenda is subject to change.

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