Examining the Impact of SOFR on Rate Strategy

3 December 2018 - 5 December 2018
Examining the Impact of SOFR on Rate Strategy
Date
3 December 2018 - 5 December 2018
Venue
New York, United States of America
Company
Contact
Yiota Andreou
Tel
+357 22 849 404

 This GFMI conference will examine key considerations in establishing economic differentials when addressing legacy derivative contracts, practical tools to develop fallback language in derivative products and the impact of SOFR on trading technology. Speakers will analyze the impact of a secured overnight rate on hedging, the liquidity of the futures market and the future of the swaps market. Finally delegates will get a chance to discuss the need for a term structure and the potential of SOFR becoming the primary reference rate

Attending this premier GFMI co nference will enab le you to

  • Develop standardized fallback language to deal with permanent unavailability of LIBOR
  • Assess potential solutions for correlating derivative and cash market product transitions
  • Analyze the impact of SOFR on trading technology
  • Learn how to establish an economic differential between SOFR and LIBOR contracts
  • Understand the best methodologies for balancing CFTC and SOFR compliance

 Lear n fro m key prac tica l case studies:

  • Nomura assess the key differences and market impacts of transitioning from LIBOR to SOFR
  • US Treasury clarify timelines for a smoother transition
  • ISDA examine and explain key considerations for developing and standardizing fallback language
  • Bank of America discuss the impact of SOFR on current IBOR exposures
  • RBC analyze how the futures market has developed under SOFR so far