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Commercial Finance Week: LIBOR Transition Stage 2: term rates, data sets and market progress in the final phase
What is stage 2 in LIBOR transition and where are you? Join us to consider the remaining steps for the move away from LIBOR, with a particular look at how data can support transition efforts. If stage 1 in your LIBOR transition was, ‘how am I impacted by this and which data sets do I need?’, in this webinar we address stage 2: ‘where is the rest of the market and the industry in the transition and how can I use these new data sets to best effect?’ The discussion will have a primary focus on Term SONIA, and a secondary focus on Term SOFR and cash fallback rates. We will also cover alternative risk free rates derivatives valuation (OIS, basis swaps, cross currency basis swaps valuing alternative risk free rates instruments using new zero curves) and alternative data sets you can access for derivatives pricing (interdealer broker data, ISDA fallbacks, realised rates).

Speakers include:
Chair: Millie Harrold, Manager, LIBOR Transition, UK Finance
Alexandre Hardouin, Head of Rates, Refinitiv
Jacob Rank-Broadley, Head of LIBOR Transition, Benchmarks & Indices, Refinitiv


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