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Libor webinar series – Liability-driven investment fund managers and investors

The panel

  • Philip Whitehurst, Head of Service Development, Rates, SwapClear, LCH
  • Barry Hadingham, Head of Derivatives and Counterparty Risk, Aviva Investors
  • Max Verheijen, Director of Financial Markets, Cardano
  • Nabil Owadally, Liability-driven Investment Portfolio Manager, BMO Global Asset Management
  • Moderator: Lukas Becker, Desk Editor, Risk.net

Nobody knows what will happen to Libor at the end of 2021, but the market has to be ready for anything – including the benchmark’s demise. 

This continues to be the message from regulators, despite the havoc caused by the Covid-19 pandemic. The coming months will be crucial in determining how and whether rates markets are able to cope. 

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

Key topics discussed:

  • How liquidity stacks up in risk-free rate markets
  • Feedback between fallback arrangements and current market pricing, and liquidity
  • Risk, technology and operational challenges in transition
  • Moving from test trades to live use
  • Managing the central counterparty discounting switch
  • Strategies for non-linear markets.
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