The market is entering a critical phase of transition to alternative reference rates (ARRs). As firms accelerate implementation plans, we’ll analyze recent developments and challenges that remain.
Join us, along with Ann Battle, Head of Benchmark Reform at ISDA, to examine the practical implications of LIBOR fallbacks.
Get an update on the ARR futures market, and the plan for transitioning open interest for futures and options referencing LIBOR to their respective ARR equivalents.
We’ll also examine tools to help you manage the shift, including new ARR curves, forward rates and liquidity metrics, valuations for ARR derivatives instruments and fallback solutions.
There will be an opportunity to ask questions in advance of the session.