On-Demand Webinar | Risk.net and Numerix: Transitioning to a Post-LIBOR world

Speakers:

• Liang Wu, Vice-president of financial engineering, Numerix
• Philip Whitehurst, Head of service development rates, SwapClear, LCH
• Edward Ocampo, Former senior adviser, Bank of England
• Jasper Lillingston, Director, Treasury, European Bank for Reconstruction and Development

Key topics discussed:

• The current status of the risk-free rate (RFR) transition plan and how market participants are using RFRs Valuation Adjustment
• How market participants can prepare for and manage a forced transition via fallback language
• The best approach to building curves in less liquid RFR markets and what additional risk management measures are required
• How and when RFR liquidity can reach critical mass
• The impact of shifting from liquid Libor to less liquid RFRs and how will that will impact derivatives pricing
• The wider impacts of losing a rate that is so prevalent in valuation, risk and forecasting models
• A checklist for systems upgrades – the size of the IT challenge and what changes firms need to make