3rd Edition LIBOR Transition in Derivatives and Cash Products 2019 | Global Financial Markets Intelligence | 4 December 2019 | Downtown Conference Center, 157 William St, New York, NY 10038, United States

This 3rd edition GFMI event examines the impact the end of LIBOR will have on the trading of fixed income derivatives and cash products. Delegates will learn how SOFR and other LIBOR replacements should be incorporated into legacy contracts and fallback language. The key industry practitioners will discuss how to build liquidity in alternative RFR products and begin to hedge risk to ease the transition. Curve modeling, valuations and PAI during the LIBOR transition and after 2021 will also be explored.

Key Topics:
• Understand the ISDA protocol around LIBOR transition
• Evaluate the impact of LIBOR transition on legacy contracts
• Develop strategies to overcome the illiquidity of products in the market using alternative RFRs
• Analyze LIBOR and SOFR exposures to hedge risk and price products accordingly
• Prepare for the end of LIBOR and the adoption of a new benchmark interest rate

2019 Speakers

Akshay Das
Managing Director, Fixed Income Derivatives, JP Morgan

Kirsten Doody
Managing Director, Deputy COO for Fixed Income and Commodities, Morgan Stanley

Dongsheng Lu
Managing Director, Head of Quantitative Strategy for Derivatives, Fixed Income and Equity, BNY Mellon

Kristen Walters
Managing Director, Risk and Quantitative Analysis, BlackRock

Robert Zambarano
Managing Director, Macro Products Strategist, Guggenheim Securities

Mark Cabana
Director, Head of US Short Rates Strategy, Bank of America

Ashutosh Tripathi
Managing Director, Structuring and Derivatives Solutions, Mizuho

Alexis Pederson
Senior Company Counsel, Wells Fargo

Sponsors
• IHS Markit

2019 Partners

• Alhuda
• True Banking
• Savvy Investor
• Private Banking
• Fintech Finance