The 4th Interest Rate Reform (Ibor Transition) Conference is 3-day event focusing on the latest developments, challenges and opportunities that lie ahead within quant finance.
The current global reform of interest rate benchmarks is radically changing the scenario, adding more and more interest rates, with important consequences for pricing and risk management of financial instruments.
With the increased expectation of some IBORs discontinuation and the increasing regulatory requirements related to benchmarks, a more robust fallback provision and a clear transition plan for benchmark-linked derivatives is becoming paramount for the interest rate market.