Apac’s Transition From IBOR to Risk-Free Rates
During this session we will provide updates on market adoption, availability, and product support for RFR swap and volatility data sets, and take a closer look at APAC’s transition from IBOR to risk-free rates that will help provide APAC’s financial system with a more stable foundation.
We will also review APAC’s progress on local benchmark reform, focusing on the RFR data landscape in several jurisdictions, the methodologies employed, term structure, and processes agreed at the industry level. Finally, we will review modeling and flexibility enhancements in our pricers and analytics that help make the move to RFRs easier.
For full agenda at APAC Risk & Reg Week 2022, please visit: go.bloomberg.com/events/apac-risk-reg-week-2022.
Speakers
Steffan Tsilimos
Global Product Manager – 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.
Edmund Lee
Data Content Strategy, Asia Pacific
Bloomberg
Edmund Lee leads Bloomberg’s OTC Data Content Strategy for the Asia Pacific Region. He is responsible for data content underlying the benchmarks reform, transition activities, and spearheads these business initiatives by overseeing engagement with line of business executives, market participants, and regional regulatory bodies.
Before joining Bloomberg, Edmund worked in the financial sector across Singapore and Hong Kong for the last 30 years. He has held several positions in the interbank broker business and thereafter a number of roles over his 20 years in Bloomberg, primarily running financial solutions businesses in Asia Pacific. This involved originating key market development propositions and creating solutions for clients through working with the market participants and the financial community across the globe.