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Solving the $350 trillion problem: How will financial markets transition away from Ibors?

The panel

  • James Schwartz, Of counsel, Morrison & Foerster
  • Geoffrey R. Peck, Partner, Morrison & Foerster
  • Subadra Rajappa, Managing director, Head of US rates strategy, Societe Generale
  • Mark Cabana, Head of short rates strategy, Global research, Bank of America Merrill Lynch
  • Moderator: Helen Bartholomew, Editor at large, Risk.net

Once described as the ‘world’s most important number’, banks have been using the Libor rate since the 1980s. What will the future hold once the scandal-hit benchmark is phased out?

The replacement of Libor is set to be the most profound development in financial markets for years to come. With $350 trillion of financial assets tied to Libor, how will the financial markets cope with the transition to alternative reference rates (ARRs)?

Key topics discussed in this webinar include:

  • The current state of Libor and what regulators are saying about its future
  • How ARRs differ from Libor and each another 
  • The challenges in building a new infrastructure, and how liquidity can be built in new products referencing ARRs
  • Key challenges in transitioning legacy products away from Libor, and what regulators and trade associations are doing to ease the transition
  • What the future holds for financial markets – is a single regulator-approved rate per market the right approach?
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