The biggest stories from Isda’s 2019 AGM

From new uses of SOFR to non-modellable risk factors in Asia – here are the 10 best stories from the conference

Isda agm trendline

Benchmark reform was the topic du jour at the International Swaps and Derivatives Association’s two-day annual meeting, held in Hong Kong last week.

Market participants including Barclays, MetLife and BlackRock discussed the development of products based on new risk-free rates such as the US secured overnight financing rate (SOFR). MetLife’s head of hedging revealed the company had executed a SOFR-linked repo, while the US insurer and Barclays agreed swaps linked to the new benchmark would work

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