Thu, Jun 3 to Fri, Jul 30, 2021Event Details for Benchmark Strategies Forum: Part II Register Now for Benchmark Strategies Forum: Part II
The financial industry is approaching the end game for LIBOR transition, with just over three months until most LIBOR settings cease or become non-representative. This event will explore progress towards the use of alternative rates and consider the final hurdles that need to be negotiated.
Registration for this event will close 2 hours before the live broadcast
This is an ISDA Virtual Conference:
- Event will be live on Wednesday, September 15, 2021 from 9:00 AM – 12:30 PM EDT | Timezone Converter
- Miss part of the event or aren’t able to watch live? The recording will be available to registrants until October 15, 2021
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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Wednesday, September 15, 2021Print Agenda Benchmark Strategies Forum: Part III for
9:00 AM Introduction and Opening Remarks
9:05 AM Welcoming Remarks
9:10 AM Keynote Address
A senior regulator will set out regulatory expectations for the period up to and after end-2021.
9:30 AM RFR First
The US will adopt a ‘SOFR First’ strategy for US dollar linear interest rate swaps trading in the interdealer market in July, following a similar approach in the UK for SONIA. How successful will these ‘RFR First’ strategies be in encouraging greater liquidity in risk-free rates and what else is needed? What will this mean for the development of forward-looking term RFRs?
10:20 AM Break
10:25 AM Tackling Legacy LIBOR
Market participants have a variety of tools to manage legacy LIBOR exposures, from bilateral negotiation to fallbacks, legislative fixes and the potential publication of a non-representative synthetic LIBOR. The panel will consider the various solutions, the circumstances under which participants can rely on them, and the remaining challenges to managing legacy LIBOR books. The panel will also consider how firms are tackling non-linear LIBOR exposures.
11:15 AM Keynote Address
A senior regulator will provide insights on progress in LIBOR transition.
11:35 AM Break
11:40 AM The Future for Benchmarks
While most LIBOR settings will cease or become non-representative at the end of 2021, five US dollar tenors will continue to be published on a non-representative basis for a further 18 months – although several regulators have made clear that new US dollar LIBOR transactions won’t be allowed from the end of this year. What will this mean for institutions with outstanding linear and non-linear US dollar LIBOR exposures, including cross-currency swaps that reference US dollar on one leg? What role will credit-sensitive rates ultimately play in the US market?
12:30 PM Conference Concludes
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Registration is complimentary.
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