LIBOR Transition- The New Norm or the Old Norm?
The LIBOR Transition implementation is in full speed now and there is no respite from the regulator to pause on plans. Despite COVID-19 financial institutions are facing challenging implementation timelines. To ensure readiness for the sunset of LIBOR in $350 trillion of contracts, PRMIA London Chapter and FINCAD would like to invite you to a webinar talking around the challenges of implementing the new risk free curves and the nuances being faced by the Capital Markets & Risk communities.
Date:
June 17, 2020
Time:
9:30 - 11:00 a.m. EDT
2:30 - 4:00 p.m. BST
Location:
GoToWebinar Registration Necessary Prior to Event Start Time via the Register Now tab.
Agenda |
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Time |
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Event |
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2:30pm
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Welcome and Introduction of Panelists |
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2:15pm
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Moderator Questions for Panelists |
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3:15pm
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Q&A |
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3:30pm |
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Closing and Thank you |
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Speakers |
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Antoine Bouvet, Sr. Rates Strategist, ING
Antoine is a Senior Rates Strategist covering developed rates markets. He bases his views on macro developments spanning economics, central banks, supply, and cross-markets dynamics, and finds the optimal way to implement them using quantitative methods. He previously worked at Mizuho international as a Rates Strategist and at MUFG as a Rates Trader.
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Paul McLornan, Head of Global Pre-Sales, FINCAD
Paul McLornan joined FINCAD in 2019 and is Head of Global Pre Sales and leads all of their pre-sales activities. Prior to FINCAD, Paul worked with other financial software vendors in various quantitative and developer roles. His previous titles include XVA Developer, Business Solutions Consultant and Market Risk Analyst.
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Maria Noguerias, Global Head of Collateral Risk Analytics, HSBC
Maria is the Global Head of Collateral Risk Analytics at HSBC, overseeing the development and regulatory compliance of risk models for Collateral, Margining and CCPs. Maria has been working as a quant for over 10 years, with her last 4 years at HSBC. Prior to this, she received a PhD in Mathematics (Numerical Analysis).
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Navin Rauniar, EveningModerator and Risk Advisory Partner, TCS
Events Committee Member, PRMIA London Chapter
Senior leader with under 20 years run the bank, change the bank & Big 4 consulting experience across financial services. Navin typically connects C-suite stakeholders across business & technology, using domain expertise that focuses on risk management & capital markets, especially in response to prudential markets regulation such as LIBOR Transition, Brexit impact, FRTB, TRIM, BCBS239, CRR2 & Basel IV impacting an institutions' strategy, process & governance.
Navin currently leads the IBOR delivery for Tier One & Tier Two financial institutions. His offshoring & international experience assists in building diverse & highly performing global teams. Externally, Navin supports the capital markets community via mentoring of risk professionals, thought leadership at conferences and his contribution as a member of the PRMIA Institute & London SteerCo. He is a regular speaker and chair at capital markets forums, as well as a frequent commentator to the press on financial market regulations.
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Thank You To Our Sponsors |
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This event is COMPLIMENTARY through the generosity of our sponsor FINCAD for members and non-members. 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. This event will be recorded and distributed to all registrants post event.