Risk Free Rates

Considerations for the Buyside

Please join CME Group and your fellow AIMA members to discuss the background, adoption and expectations for fund managers of the introduction of alternative reference rates such as the secured overnight financing rate (“SOFR”)

Agenda

The development, introduction and market adoption so far of alternative reference rates – with a focus on SOFR in the USD market

• A brief history and overview of SOFR
• The ARRC paced transition plan for market adoption
• The SOFR market as it stands today
• What’s next for LIBOR
• Implications and impacts on buy side firms
• Risk Free Rates in other currencies

Speakers:

Phil Hermon, OTC Products, CME Group

To register, please contact [email protected]

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