IBOR Transition Webinar - CSA Management: Mastering the discounting switch

#CapTalk: June 23rd 2020, 10:00am (CET)

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ibor-webinar

The working group on euro risk-free rates "...encourages market participants to transition ... from EONIA to €STR flat, whereby the present value ... will be calculated and exchanged as an upfront compensation to be agreed bilaterally".

Updating existing CSAs is a key activity in your IBOR Transition Program. "Clean Discounting" requires Eonia or EFFR based legacy CSAs to be negotiated and compensation payments between counterparties to be settled. Complexity is increased further, as many market participants still have legacy CSAs with features such as embedded floors or thresholds.

In this #CapTalk our experts will share their experience in amending legacy CSAs and will elaborate both quantitative and operational effects of the process. Participants will have the opportunity to engage actively and ask their questions directly to our LPA colleagues.

LPA has a longstanding expertise in advising parties on unlocking the values hidden in legacy CSAs. We are experts within Capital Markets and are proud to have 150 of the world's top banks as customers. With over twenty years' experience in delivering solutions to meet with regulatory reform initiatives, we are committed to accelerating our clients time to market in meeting with these deliverables.

"The IBOR reform is a fundamental change for both markets and banks. It takes a second glance to reveal the full effects."
- Christian Behm, Partner LPA

 

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