Several years after the LIBOR scandal, the old "IBOR" benchmark rates are finally to be discontinued and will be replaced with a new set of Risk-Free Rates, such as ESTER and SONIA. The transition will raise many non-trivial challenges relating to modelling, pricing, client management and contractual continuity.
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Agenda Speakers
Date:
April 17, 2019
Time:
6:00pm - 9:00pm
Location:
ABN Amro Head Office
Gustav Maherlaan 10
1082 PP, Amsterdam Zuidas
In this meeting, our speakers will discuss the key challenges of this transition.
- Overview of the new risk-free rates and their implementation schedule.
- Impact on valuation and risk models, both now and within the context of Basel4/FRTB.
- Impact on financial markets, considering new curves, products and basis swaps.
- Impact on different client sectors, including pension funds, fund managers and corporate treasurers.
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Event |
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6:00pm - 6:30pm |
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Registration and Refreshments |
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6:30pm - 8:00pm |
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Presentations and Questions |
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8:00pm - 9:00pm |
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Drinks Reception |
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Speakers
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Jaap Kes, ING & ECB Risk-Free Rate Working Group
Jaap Kes leads the Market Risks & Execution team within ING Group Treasury, and is currently
participating in the ECB’s Risk Free Rate Working Group. Prior to his current role, he was head of the
Balance Sheet Management team for the Netherlands and ING Bank N.V.. Jaap’s ING career began
in 2002 in market risk before moving in 2008 to the former FM Treasury department as Global
Funding & Liquidity Coordinator. Prior to ING he worked as an ALM analyst at Pension Fund
Hoogovens and at Rabobank. He has a Masters degree in Business Economics, Management and
Organisation from the University of Amsterdam.
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Mirko de Goede, ABN Amro
Mirko de Goede is the Head of Business Management for ABN Amro Capital Markets Solutions
Sales & Trading. He is an experienced professional working in the Financial Markets industry in a
variety of roles. From developing new business initiatives in the rates space, co-founding a digital
challenger for payments and fx, to heading the business management sales & trading department and
more recently driving the eFX development agenda. Main driver has always been to innovate, design
and develop better products and/or solutions for our clients and contribute to the success of the
organization. Mirko has a Masters degree in Economics from the Free University (VU) of Amsterdam.
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Max Verheijen, Cardano
Max Verheijen is Managing Director of Cardano’s Financial Markets, responsible for the
implementation of derivatives strategies for and on behalf of institutional clients. This includes product
design, counterparty selection, contract negotiation and actual execution of transactions. Before
joining Cardano, he was Vice President at the Fixed Income Derivatives Structuring and Sales Team
of ING Bank in Amsterdam. Max holds a Master’s degree in Economics from Tilburg University and is
a Registered Treasurer.
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