This conference has been organised by marcus evans. It brings together industry experts to examine key considerations in establishing economic differentials when addressing legacy derivative contracts, practical tools to develop fallback language in derivative products and the impact of SOFR on trading technology. Speakers will analyze the impact of a secured overnight rate on hedging, the liquidity of the futures market and the future of the swaps market. Finally delegates will get a chance to discuss the need for a term structure and the potential of SOFR becoming the primary reference rate.
Conference websiteExamining the Impact of SOFR on Rate Strategy (New York City) 3-5 Dec 2018
Listed in: Investment Process Conferences, Back Office and Custody Conferences, Stock Selection and Analysis Conferences, Quant and Tools Conferences, Derivative Instruments Conferences, Alpha Trading Strategies Conferences, Markets Outlook Conferences, Stocks and Sectors Outlook Conferences, Debt and Credit Outlook Conferences, Fixed Income and Treasury Conferences, Regulation and Compliance Conferences.