The current global reform of interest rate benchmarks is radically changing the scenario, adding more and more interest rates, with important consequences for pricing and risk management of financial instruments.

With the increased expectation of some IBORs discontinuation and the increasing regulatory requirements related to benchmarks, a more robust fallback provision and a clear transition plan for benchmark-linked derivatives is becoming paramount for the interest rate market.

This conference will explore the current challenges facing Interest Rate Reform from a quant perspective.

Wednesday 4th March 2020, Workshop Day

• The Future of LIBOR: Quantitative perspective on benchmarks, overnight, fallback and regulation by Marc Henrard

Thursday 5th March 2020

• Conference Day One

Friday 6th March 2020

• Conference Day Two

Benefit from The Super Early Bird Discount and 3-for-2 offer

• When 2 colleagues attend the 3rd goes free!
• Super Early Bird Discount: 25% Until 24th January
• Early Bird Discount: 15% Until 14th February
• Main Conference + Workshop (£300 Discount)

Sponsorship is available in a variety of different mediums, helping to raise both your profile and brand exposure. We can fully tailor sponsorship and exhibitor packages for all your needs. WBS can connect you with the world’s leading quantitative finance experts.

• Get your voice heard
• Brand awareness
• Meet the people who really matter to your company

For information about our range of sponsorship packages, please contact:

Email : chris@wbstraining.com
Tel: Chris Uduezue, +44 (0) 1273 201360