IBOR Transition: Navigating THOR & Other Risk-Free Rates | Bloomberg Professional Services
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Webinar

IBOR Transition: Navigating THOR & Other Risk-Free Rates

On Demand
Duration: 57 Minutes
Original Date: July 13, 2021
The mandate is on to accelerate contract adjustment from THBFIX to THOR. Institutions must cease to issue any THBFIX-based transactions from July 1 this year and use THOR as the effective replacement for outstanding transactions. Bloomberg invites you to this webinar and take a deep dive into the tools, data and analytics available to master this transition. Learn how we have been assisting clients during this crucial phase. From looking up for transition data to THOR OIS swap rates, to pricing up a fair value spread to be added to the new O/N THOR Index so that it is equivalent to THBFIX, you will gain the knowledge and navigate this transition with confidence. Discussion topics:
  • Data and Curves for THOR and new RFR rates
  • Pricing and valuation your products with THOR and new RFR rates
  • Curve analysis for new RFR Rates
  • Converting existing THBFIX linked products to THOR equivalent
  • Bloomberg Enterprise Solution and API for THOR linked products 
The session will conclude with live Q&A.

Speakers

Kevin Lau

Risk Workflow Specialist

BLOOMBERG/ SINGAPORE OFFICE

Kevin Lau started his career in a Treasury Department in 1989 after graduating from the National University of Singapore with a Bachelor’s degree in Civil Engineering. He joined a local bank in Singapore, handling and managing various instruments such as Money Market, Foreign Exchange, and Futures. He spent 13 years as a trader in a number of Treasury Dealing rooms managing structured products and Interest Rate derivatives. He’s been working in Bloomberg for the last 17 years in the capacity of Market Specialist, and currently as a Workflow Specialist. He spends most of his time assisting clients in maximizing the full potential of their Bloomberg systems.

Shrikant Gangal

Regulatory Workflow Specialist

Bloomberg L.P.

Shrikant has over 20 years of experience of Financial markets.He started his career with India's largest depository.Prior to Joining Bloomberg he was Fixed Income prop trader with Chicago based trading firm trading USA and EUR yield curve. Shrikant joined Bloomberg in 2008 and currently working as a senior Risk Solution sales Specialist with Bloomberg. Shrikant has completed Masters in Finance from UK and Engineering & MBA from India.

Tullaya Kosonniruttiwong

Relationship Manager, Thailand

BLOOMBERG/ SINGAPORE OFFICE

Rin Veeravoodteerachot

Account Manager, Thailand

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