IBOR transition and its impact on financial models

Summary

The IBOR transition continues to pose an operational challenge for financial institutions. The deadline for transition is approaching and financial institutions are increasingly confronted with the technical aspects of the transition. One particularly important detail is the impact on financial models, many of which are impacted by the transition. This leads to quantitative and operational challenges. In this event, our expert speakers will share their first-hand insights and experiences.

Presenters

Martin Bonnet: Lead, IBOR Replacement Project at Julius Bär
Martin has been leading the IBOR Replacement project at Julius Bär as a Director for one year and a half. Prior to that, he had been working as a Managing Consultant at AWK Group AG (formerly TALOS Management Consultants) for seven years. His assignments there spanned a vast array of regulatory, risk and compliance projects on behalf of major Swiss banks in Zurich and abroad. Martin started his career as a Key Account Manager at Allianz Global Investors in Munich. He is a certified Chartered Financial Analyst.

Kalina Natcheva-Acar: Head Operational Rollout of IBOR Transition, Eurex Clearing
Kalina heads the operational roll-out program of the IBOR transition at Eurex Clearing. Before joining Eurex Clearing in 2019, Kalina has been working as an OTC derivatives quant in the banking industry as well as a research engineer at Fraunhofer Institute for more than fifteen years. Kalina also represents the firm in ISDA working groups on IBOR transition topics. Kalina holds a PhD in Quantitative Finance from the Technical University of Kaiserslautern, Germany.

moderated by Falk Scheffler and Evren Baydar

Chapter event

In our chapter events – access for members only – we present one or more speakers to share knowledge, updates and best practises on a specific risk topic. In small groups of risk professionals you can exchange thoughts and test ideas. More on SRA chapters. This event is hosted by the chapter Risk Analytics & Models and Regulatory Developments.