IBOR Transition for Corporations: Key Themes
• The end states for existing IBOR trades and positions (fallbacks, repapering)
• Transacting new trades referencing the new alternative rates
• Valuation considerations, including interest calculation, yield curves, impact on cross currency, and inter-company/transfer pricing This webinar is part of our series on IBOR Transition for Corporate Treasury.
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.
David Wiggins
Corporate Treasury Specialist
Bloomberg L.P.
David leads a team of market specialists, covering a wide range of expertise, across EMEA. His main focus, since joining Bloomberg in 2010, has been working with non-financial corporates to better understand their challenges and assist them in finding solutions to improve their treasury workflows. Prior to joining Bloomberg he worked as a derivative structurer for TD securities & HBOS Treasury Services. David holds a PhD in Applied Mathematical Studies from Leeds University.