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Agenda

Speakers

CRL Credits

Date:
December 3, 2020

Time:
12:00 p.m. - 1:00 p.m. EST

 
Location:
This meeting will be run on the GoToWebinar platform. You will receive a confirmation email upon registering that will allow you to register to the GoToWebinar platform to receive the link to join the event. 

Join us for a panel discussion of some of the notable industry challenges surrounding LIBOR transition:

*Risk Model Methodology: Challenges around risk model changes in replacing the LIBOR rates for SOFR-based including changes in discounting and forecasting curves. 
*Asset Liability Management: Changes needed in treasury functions due to the introduction of SOFR-based curves
*Transfer Pricing: Incorporating the impact of ARR on transfer pricing methodology and models, impact on funding rates and references, curve construction, and downstream transfer price estimation
*Fallback Rates and Spread Adjustments: Current proposals for SOFR-based fallback rates for existing products; current progress in implementation and market adoption. 

Not able to participate in the live event? The event will be recorded and a copy made available to registrants. This meeting will follow Chatham House Rule.

Speakers
		Mark Rogerson, EMEA Head of Interest Rate Products, CME Group Prior to joining CME Group in 2015 Mark had over 20 years of experience trading in Fixed Income derivatives. Most recently heading the Scandinavian and Swiss trading desk at Deutsche Bank and previously at JP Morgan. Mark’s role at CME Group focuses on executing the company’s international growth strategy in rates with emphasis on refining and delivering exchange traded and OTC product to the EMEA region. Mark holds a BSc in Economics and Computing from London School of Economics and Political Science.
		Neeraj Nagpal, Business Head, Risk Management Services, North America and Eastern Europe, CRISIL Research and Analytics Neeraj Nagpal is Business Head of Risk Management Services in CRISIL’s Global Research and Risk Solutions Division for North America and Eastern Europe. He has extensive experience in helping leading financial institutions to solve their most challenging strategic, risk, regulatory and analytical problems.
		Shelta Kodjo, Managing Director, Head of Quantitative Strategies, Mizuho Securities USA LLC More information coming soon
		Marcus Burnett, Director, SOFR Academy, LLC Marcus Burnett is the Director of SOFR Academy, an education technology firm dedicated to building leaders in a risk-free rate (RFR) based financial ecosystem for organizations, businesses and communities. SOFR Academy’s panel of advisors includes leading Academics from Harvard and MIT. Marcus is a former Interest Rate Derivatives trader. Marcus is an IBOR Transition industry leader assisting industry working groups, trade associations, and financial market participants in planning and execution of programs focused on IBOR transition to RFR’s across the G5 currencies. He is a member of the Bank of England sponsored Working Group on Sterling Risk-Free Reference Rates SONIA Regulatory Dependencies Task Force and ‘Tough Legacy’ Task Force both chaired by the Financial Conduct Authority. He has delivered numerous public and private IBOR transition education sessions and advises clients on best practice and regulatory expectations. Marcus has been interviewed by the Wall Street Journal and cited by Bloomberg, American Banker and the International Financial Law Review. He has presented at industry conferences on IBOR transition and authored opinion pieces for leading Financial Services industry publications including Risk.Net.  Marcus is a member of the American Australian Association established by Sir Keith Murdoch and in 1948. Marcus resides in New York city.
		Petr Chovanec, Director, UBS and Event Moderator Petr Chovanec is a Director of Business Modeling and Forecasting in UBS Global Wealth Management where he leads a team focusing on wealth management banking business models. In his position, he is involved in business forecasting including the current COVID-19 predictions, various stress testing exercises, and Libor transition. Before his position with UBS, he worked in Citizens Bank (formerly RBS Citizens) and State Street Bank and Trust. He started his position as a front office quant in commodities trading.

PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].

This event is FREE for members and non-members, although registration is required.  Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.) Support events like this by becoming a member.