Programme
Programme
Thursday, November 7, 2019
08:20 |
Registration opens |
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08:50 |
Opening remarks Robert Mackenzie Smith, editor, US asset management, RISK.NET |
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09:00 |
Fireside chat: how is JPM thinking about Libor transition?
Alice Wang, managing director corporate and investment bank strategy, J.P. Morgan Chase Moderator: Richard Berner, clinical professor of finance, co-director, the volatility and risk institute, NYU Stern School of Business
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09:30 |
Dangers for corporate and asset managers in the transition
Moderator: 9:30 IBOR transition use case |
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10:10 |
Dawn of alternative reference rates: curve construction fundamentals
Ping Sun, senior vice president of financial engineering, Numerix |
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10:40 |
Morning networking break |
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11:10 |
Implementing new Libor fallback provisions panel
Moderator: Chris Killian, managing director, securitization and credit markets, SIFMA Tess Virmani, associate general counsel & senior vice president, public policy, LSTA |
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11:50 |
Operational readiness panel discussion
Moderator: Simon Potter, non-resident, senior fellow, Peterson Institute for International Economics Rachel Bryant, head of libor transition, Regions Bank |
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12:30 |
Lunch and networking break Content led lunch tables – lunch and learn by joining industry leaders and peers at your choice of themed, content-led lunch tables Operational readiness - Rachel Bryant, head of libor transition, Regions Bank |
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13:20 |
Single step discounting transition: the impact on market participants Milton Brown, executive director, head of Americas XVA, UBS Mike Jesionowski, director, Bank of America |
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14:10 |
Presentation and demo: Data challenges and leveraging AI, specific to the LIBOR use case Chris Dias, principal, KPMG
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14:30 |
Presentation and demo: How technology advancements can help with high volume contract review Henry Friesen, founder and CEO, IntelScout |
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14:40 |
Managing the internal and external communication challenges panel discussion
Brian Grabenstein, managing director and head of Libor transition office, Wells Fargo |
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15:20 |
Afternoon networking break |
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16:10 |
RFR Trading Opportunities in Transition • Who is trading RFRs and what are the principal applications? Moderator: |
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16:50 |
For or against SOFR as the benchmark rate Oxford style debate Moderator: Richard Berner, clinical professor of finance, co-director, the volatility and risk institute, NYU Stern School of Business FOR: Blake Gwinn, US rates strategist, NatWest Markets AGAINST: |
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17:30 |
Chair’s summary and closing remarks |
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17:40 |
Networking drinks |