Webinar: SONIA and SOFR in the post-Libor customer and interbank markets: 22nd November 2022, 14:00 GMT

 

​SONIA and SOFR in the post-Libor customer and interbank markets​

Tuesday 22nd November 2022, 14:00 – 15:00 GMT

 

REGISTER

SONIA and SOFR in the post-Libor customer and interbank markets: a Q&A discussion between Prof. Moorad Choudhy and Kevin Liddy (Faculty BTRM).

The BTRM looks at how the new replacement RFRs in GBP and USD markets are being used by borrowers, lenders, hedgers and derivatives traders, in both cash and swap market products.

  • The meaning of a backward-looking interest rate
  • Using an OIS swap to hedge fixed rate risk: the process and looking into the actual floating-rate coupon setting process
  • RFR "term" rates: places one might come across a 3-mo SOFR or 3-mo SONIA product

Join our esteemed Faculty to learn all the subtle nuances of the new post-Libor world!

This new webinar will replace the advertised: Counterparty credit risk for derivatives: lessons learned from recent market observation, that will now take place in February 2023. 

Moorad Choudhry

Moorad Choudhry is an independent non-executive director at Recognise Bank Limited in London, a non-executive director at the Loughborough Building Society and a non-executive director at Wandle Housing Association. He is Honorary Professor at University of Kent Business School. He was latterly Treasurer, Corporate Banking Division at The Royal Bank of Scotland. He began his career at the London Stock Exchange in 1989.

Kevin Liddy

Kevin Liddy is a consultant with Solum Financial and has 30 years of experience in investment bank trading and risk management. Prior to joining Solum Financial he held trading positions at Chase Manhattan, Bear Stearns, Nat West and Royal Bank of Scotland. At Royal Bank of Scotland he was Global Co-Head of Counterparty Exposure Management responsible for the pricing, management and trading of all counterparty risk activities; in addition Kevin was Deputy Head of Delta Trading and Global Head of STIRT, responsible for all Delta trading products. Kevin holds a BSc. Hons in Applied Science from Kingston University.