How leading firms are preparing for the shift from Libor

The panel

• Lee Bartholomew, Head of fixed-income derivatives product research and development, Eurex
• Barry Hadingham, Head of derivatives and counterparty risk, Aviva Investors
• Ales Lipensky, Head of derivatives funding, Deutsche Bank
• Moderator: Helen Bartholomew, Editor-at-large, Risk.net

Driven by declining liquidity in the unsecured interbank lending market, firms face a significant amount of planning in the lead-up to 2021. Engrained in the very fabric of financial service providers, there is a warranted degree of uncertainty and confusion enveloping the Libor transition.

In mitigating the accompanying risk, it is critical that boards plan ahead to confidently tackle this rapid transition. The prevailing question is: What will a post-Libor world look like?

Topics discussed in this webinar include:

• Transitioning to a reliable benchmark  
• Broad market adoption of risk-free rates
• Realigning legacy contracts
• The funding risk conundrum
• Compensation mechanisms
• Challenges beyond interbank offered rates
• Envisioning the ideal end game.

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