The benchmark reform: The shift towards alternative "risk-free" rates

The transition from EONIA, EURIBOR and LIBOR to the risk-free rates being developed and approved by regulatory bodies is likely to require market participants, including lenders, derivatives traders, funds and corporate borrowers, to confront the monumental task of transitioning from traditional IBOR rates and standard processes and systems, both regarding legacy and new transactions. This breakfast briefing will provide insight to the progression of benchmark rate reform with a particular focus on Eurozone. We will also introduce our new document review and analytics product using artificial intelligence.

Our panel members, with vast experience in loans, capital markets and derivatives, as well as competition and litigation aspects, will provide guidance in navigating the bumpy road ahead, providing insight regarding the progression of benchmark rate reform and providing attendees with the opportunity to ask questions and engage in discussion regarding the key issues facing anyone involved in the financial markets.

The benchmark reform: The shift towards alternative "risk-free" rates, comparative insights into the loan, bond and derivatives markets.

• Overview, challenges and prospects
• Economic and monetary aspects
• Legal aspects: Transactional approach and risk assessment
• Artificial intelligence and regulatory turmoil: The benchmark reform, a case study
• European Focus: Insights on the issues of this reform, 1st answers and questions
• Focus on Libor: UK (Sonia) and US (SOFR)