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2nd Annual Benchmark Rate Reform for Treasury and Accounting

Impact of the transition to risk free rate on fair value of financial instruments, hedge accounting and, P&L volatility

13-15 May 2020
London, United Kingdom


Why You Should Attend

2nd Annual Benchmark Rate Reform for Treasury and Accounting

This marcus evans conference will investigate the impact of the transition to risk free rates on the fair value of financial instruments and P&L volatility.

As LIBOR’s demise draws closer, more strain will be placed on financial instruments to move to the newer rates. This shift will introduce changes in the fair value of these instruments and threaten the hedging relationships they are attached to. As time goes on, the threat of ineffective hedging increases, with the associated dangers of de-designation, and the need to potentially unwind certain hedges. Whilst the IASB have released their phase 1 relief and tackled many of these issues, the work is far from over – with further effort needed to manage the transition and period preceding it. It will be crucial that the impact on balance sheets and hedge accounting is foreseen and work is done to mitigate potential issues. With P&L volatility, basis risk, and broken or ineffective hedge relationships looming, institutions must work now to effectively navigate the transition to the backdrop of regulatory guidance. 


Key Topics

  • RBS investigate the Phase Two relief provided by the IASB, and the effects upon hedge accounting
  • De Volksbank examine the links between and problems of Hedge accounting and ALM
  • ABN AMRO address the impact of the IBOR transition upon the banking book
  • Santander assess the increase in disclosures required by the move to risk free rates and the knock on impact
  • Previous Attendees Include

    Banca IMI
    Bank of Ireland
    Barclays
    Birmingham City University
    BNP Paribas
    Credit Agricole
    Credit Suisse
    Deutsche Bank
    Global Valuation Ltd
    HSBC
    ING Investment Banking
    Morgan Stanley
    Nomura
    Nordea AB
    Rabobank Nederland
    Santander
    Sberbank
    Standard Chartered
    Swedbank
    Trioptima
    UBS Investment Bank


    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.






    Practical Insights From

    Michael Tiplady
    Head of Hedge Accounting
    RBS

    Suresh Chadda
    Head of Hedge Accounting
    Rabobank

    Rolf Folk
    Head of Hedge Accounting
    UBS

    Duncan Fitzpatrick
    Balance Sheet Manager
    Newcastle Building Society

    Karina Kuks
    Head of Balance Sheet Management
    Standard Chartered

    Cristiano Bonsoli
    Head of ALM
    BancoBPM

    Peter Littler
    Independent Treasury Consultant, IBOR Transition
    Natwest Markets

    Jeroen Bak
    Senior Specialist ALM
    De Volksbank

    Click Here For Full Agenda

    Voice of Our Customers
    • Was a great experience, it is always interesting to compare ourselves to other companies’ best practice and we had some very stimulating discussions. ANZ
    • Always good to be around fellow professionals to discuss our current challenges and to hear how issues are being treated between banks. ABN AMRO
    • “Great conference. The right level of technical and strategic content. RBS
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Constandinos Vinall


    marcus evans (Europe) Ltd
    PO Box 24797
    1304 Nicosia, Cyprus

    Telephone:
    +357 22849 380
    Fax: +357 22849 394
    Email: constandinosv@marcusevanscy.com