Libor webinar playback: spotlight on derivatives

Panellists from Deutsche Bank, LCH, Numerix and Tradeweb on transition timelines, volatility and discounting

The panel

  • Duncan Wood, editorial director, Risk.net
  • Ales Lipensky, head of derivatives funding, Deutsche Bank
  • Philip Whitehurst, head of rates service development, LCH
  • Ping Sun, senior vice-president, Numerix
  • Simon Maisey, managing director, head of global corporate development, Tradeweb

The next 12 months will determine how rates markets cope with the death of Libor.

With transition efforts now entering their critical phase, Risk.net’s editorial team is running a series of quarterly webinars, breaking down the issues facing the market, tracking the progress made and highlighting the remaining questions. 

After sessions on loans and bonds, the third webinar, on March 25, focused on the derivatives markets. Subscribers can replay the webinar above.

The discussion starts by asking whether the transition timeline should be extended, given the vast workload associated with Covid-19 continuity efforts, before moving on to the volatility that has followed the spread of the virus. This year’s planned changes to discounting rates for cleared derivatives – the first switches are due in June – are also covered, eliciting some sharp audience questions. Pre-cessation is briefly mentioned at the end of the session.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here