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Managing and mitigating operational risk in the Libor transition

The panel

  • Venetia Woo, Principal Director and Global Libor Transition Co-lead, Accenture
  • Simon Potter, Former Executive Vice-President and Head of the Markets Group, Federal Reserve Bank of New York
  • Jason Granet, Head of Firm-wide Libor Transition, Goldman Sachs
  • Christian Rasmussen, Head of Group Treasury, UBS

In this webinar, industry experts discuss how, in the lead-up to 2021, firms are preparing for the operational implications of the Libor transition? They explore how their firms are adapting to alternative reference rates and mitigating the operational risks associated with the cessation of the world’s most important number.

Key topics discussed:

  • The impacts of Covid-19 on the global transition, with a focus on the US and ‘main-street America’
  • Views on market liquidity, and the benefits of standardised conventions to spur liquidity and interim milestones
  • Proactively negotiating bilateral contracts, the upcoming International Swaps and Derivatives Association protocol, and determining a work plan for ‘tough legacy’ contracts
  • Preparing and ensuring operational readiness for the operationalisation of Libor fallbacks, discounting switches and lending conventions changes.

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