Transitioning from IBOR to new reference rates
what is at stake?
|Transitioning from IBOR to new reference rates|
|An index at the core of interbank fundings, market strategies – a US$ 370 trillion exposure|
|A series of new secured and unsecured rates, in both liquid and less liquid currencies|
|A matter for all market participants, from Banks, Insurance and Re-insurance to Pension Funds, Asset Managers and Treasury desks from Supranational Agencies and Corporates|
|A major change for Front Office, but also Legal, Operations, Risk, IT and Compliance|
|Challenges ahead with the different speeds of readiness from counterparts, vendors, custodians|
|While ISDA is preparing for fallbacks options, a need for:|
|A detailed impact study to assess the P&L, Balance Sheet and regulatory metrics at risk|
|A clear roadmap for the working group, with options depending on the market scenarios over time|
Our Front office Team
S. EyraudPartner & CEO
Stéphane Eyraud is the CEO of CH&Co. He brings 15 years extensive experience in management consulting and CIB activities. He has consulted for investment banks, private banks, insurance and asset management companies.
Since 2013 at CH&Co. Matthieu is an Industry Expert and global Leader in LIBOR Transition Leading Business Development - APAC
Capital Markets / Global markets Regulatory compliance, Risk & Finance
Treasury / Liquidity / ALM, DCM & Deby Syndication
Basel 2 / 2.5 / 3, Dodd-Frank Act, ICAAP, ILAAP, IRRBB, FRTB, IOSCO, MiFID 2. Vertical knowledge of Liquidity - front office to accounting, legal / compliance and operations.
Olivier is Partner and Managing Director of the London office. He brings 15 years of experience within global markets, having managed trading desks at major banks prior to joining CH&Co. He specialises in Corporate & Investment banking and Investment Management, and has strong expertise in Risk management and Front Office transformation