FISD Webinar: The End of LIBOR - Major Developments for Risk-Free Rates in Asia

Date: Tuesday, July 7, 2020
Location: Webinar (4PM SGT, 9AM BST, 4AM EDT)

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**NOTE: This webinar is set to run at 4PM in Singapore and 4AM in North America

Tuesday, July 7

4:00 p.m. - 5:00 p.m.

FISD Webinar: The End of LIBOR - Major Developments for Risk-Free Rates in Asia

It is estimated $200 trillion of financial contracts and securities are tied to USD London Interbank Offered Rate (LIBOR) and that matters to everyone: small businesses, corporations, banks, broker dealers, consumers and investors. The Fed & New York Fed’s Alternative Reference Rates Committee (ARRC) continues to lead the transition from USD LIBOR to the Secured Overnight Financing Rate (SOFR) – as well as encourage the development of the SOFR futures market. What Risk Free Rates will markets in Asia adopt to implement a successful reference rate change by the end of 2021?

  • What are the alternatives to LIBOR; what’s the difference between a Fallback Rate and a Risk Free Rate?
  • Who are the administrators for the Risk Free Rates in Asia markets; who supplies the Reference Rate tenors?
  • How will vendors and institutions acquire, distribute and charge for this data (based on obligations to the administrators
  • What are the data policy implications of using new benchmarks?

Moderator:

Nimesh Bharadia, Regional Head - Data, Strategy & Product, Tradition Asia

Participant:

Jing Gu, Head of Legal, Asia, ISDA

Philippe Shah, Regional Head of Indices and Benchmarks, Refinitiv