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June 6, 2019
Orrick, Herrington & Sutcliffe, LLP, 51 W 52nd St, New York, NY 10019,
New York, USA

Benchmark Rates Forum New York

Navigating in a Dynamic Benchmarks Environment

Diverse Market Participants Explore the Transition to SOFR, EU Benchmark Reform, LIBOR Legacy Contracts, Rate Robustness, Term Rates, Accounting Challenges, and Client Communications.

Planning for Success in a Dynamic Benchmarks Environment

Navigate the ARRC's Paced Transition Plan
  • Discuss moving hedging activity into SOFR-based derivatives.
  • Assess challenges relating to building liquidity in underlying rates.
  • Consider how term rates will be constructed from SOFR.
  • For corporate debt issuers, explore how to best disclose and control risks associated with the deterioration or discontinuation of LIBOR.
Ensure Contract Robustness for Legacy Products
  • More than $300 trn of contracts use an IBOR as an underlying benchmark. What happens to these products after 2021?
  • Explore the legal and financial aspects of negotiating and converting LIBOR-referencing legacy contracts.
  • Investigate what lessons can be derived from the management of contracts referencing discontinued LIBOR currency rates.
  • Examine challenges that may arise from the underlying methodological differences between IBORs and SOFR
Explore Accounting and Operational Aspects of the Risk Free Rates Transition
  • Consider ways in which the behavior of SOFR will differ from LIBOR. 
  • Get new insights on how to efficiently and effectively migrate from USD LIBOR to the Secured Overnight Financing Rate (SOFR)
  • Address technical accounting problems arising from the use of new benchmarks.
  • Understand how to efficiently navigate multiple global benchmarks.

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