LIBOR Transition in Asia-Pacific: How to Stay Ahead of the Curve
Live Date: Tuesday, August 18, 2020, 02:00 PM Hong Kong Time
About the webinar:
With LIBOR cessation on track for a December 2021 end, the Asian markets have been lagging behind transition progress made in the US and EU. As the transition to risk-free rates is moving slower within Asia jurisdictions, this is causing uncertainties in financial institutions, especially with the unprecedented event of COVID-19.
This webinar will examine how financial institutions can be forward looking and robustly advancing towards the adoption of new alternative rates in Asia.
Discussion highlights include:
- Development of local alternative risk-free rates in Asia Pacific (focus on Hong Kong, Singapore, Thailand, Australia)
- How to be prepared for possible fragmentation of the Asian markets
- How to raise awareness amongst Asian buy-sides on the issues pertinent to the transition
- The impact of COVID-19 on systems and operations for LIBOR transition
- How to approach hedging and portfolio management with new alternative reference rates (ARRs)
- The impact of new ARRs on curve instruments and curve modelling
Moderated by:
Blake Evans-Pritchard, Hong Kong bureau chief, Risk.net
Speakers:
Thomas Chan, Financial Engineer, Numerix
Thomas Chan is a Financial Engineer based in the Numerix Hong Kong office focusing on quantitative finance, risk management and risk modeling. During his nearly five years of tenure at Numerix Mr. Chan has contributed to a number of client projects, specifically solution delivery and model validation. Previously at Hong Kong Exchanges and Clearing Limited (HKEx) Mr. Chan worked with the OTC Clear Risk Management and Risk Modeling teams. Others prior to experience includes working as a financial analyst for Nanyang Commercial Bank Ltd.
John Henson, LIBOR Transition Lead, CIB Regulatory & Risk Delivery, NAB
Vishal Kapoor, Executive Director, DBS Bank
Sergey Volkov, Partner - PwC APAC LIBOR Leader, PwC Consulting LLC
