TopQuants

Benchmark reform breakfast seminar

Practical solutions for the €STR, SOFR, and SONIA transition

Organiser

Sponsors

Time table

  • 08:30Breakfast and networking
  • 09:00Presentations from FINCAD and Cardano
  • 11:00Conclusions and networking

TopQuants and FINCAD are proud to announce a breakfast briefing on the 24th of September on

Practical solutions for the €STR, SOFR, and SONIA transition

The impending Libor transition will bring major changes to discount and forward rates in many countries and regions. The phaseout of this key benchmark rate, Libor, will affect all firms with interest rate exposures to some extent. For companies that trade in many different currencies and instrument types, the change will have an even larger impact.

Please join TopQuants and FINCAD for an €STR, SOFR, and SONIA breakfast briefing on the 24th of September at De Nieuwe Poort (Amsterdam Zuid) where we will discuss:

  • The changes to SOFR and SONIA, with discussions related to curve building and liquidity
  • Practical implications from the changes to €STR and what will happen to Euribor
  • How firms have started to adopt the new frameworks and the many challenges left to solve

Speakers from FINCAD and Cardano will share their thoughts and answer questions on this pressing topic. Be sure to reserve your spot today, as space is limited.

News