Benchmark Strategies Forum: Part III

The Final Countdown

Wednesday, September 15, 2021

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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


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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Wednesday, September 15, 2021

Print 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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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.

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