LIBOR Transition Series: Derivatives Pricing & Analytics
Discussion topics:
- Latest regulatory guidance and timeline update
- Bloomberg's Derivatives Pricing & Analytics enhancements for risk-free rates
- Upgrades to yield curves, discounting and valuations
- LIBOR fallback support across solutions ecosystem
Speakers
Jeremy Wilson
Fixed Income Market Specialist
Bloomberg L.P.
Jeremy is a Fixed Income market specialist, with a particular focus on rates derivatives and helping our clients to navigate regulatory change, including the LIBOR transition. 12 years market-making interest rate swaps at Credit Suisse, Royal Bank of Canada and BNP Paribas, including time in Sydney, Hong Kong and London and covering various currencies including EUR, USD, AUD, JPY, NZD and HKD. Latterly, 4 years providing consultancy, thought leadership and engagement delivery to financial services clients, specialising in Front Office topics and a wide range of emerging risks, including LIBOR transition.
Steffan Tsilimos
Global Head of Interest Rate Derivatives
Bloomberg L.P.
Steffan Tsilimos is the Global Product Manager for Interest Rate Derivatives at Bloomberg, LP.. He is responsible for guiding product development, interest rate modeling, and coordinating the LIBOR transition for derivatives at Bloomberg. In addition, he oversees the company’s structuring, pricing, and risk platforms for Interest Rate Derivatives. He has written articles for Bloomberg Markets Magazine and Bloomberg Weekly Structured Notes Newsbrief. Prior to joining Bloomberg, he was a Director at UBS, where he traded Interest Rate Derivatives and Structured Products. He has a B.A. in Economics from the University of Chicago, and an MBA from NYU Stern.