Derivative Path hosted a virtual roundtable that explores how financial institutions can successfully migrate their existing LIBOR-based loan and swap portfolios to their preferred replacement benchmark before USD LIBOR’s cessation in 2023.
Watch as Chris Slusher, Managing Director and Head of Rates at Derivative Path, facilitates a panel discussion with representatives from regional banks, the swap dealer community, and Derivative Path’s compliance team.
Topics of discussion include:
- Transitioning early versus relying on fallback mechanisms
- Fallback differences between ISDA and clearinghouses
- Market liquidity for replacement indices
- Operational considerations
- Strategies for success
Panelists
Chris Slusher, Moderator
Managing Director, Head of Rates
Derivative Path
Melanie Wheeler
General Counsel & Chief Compliance Officer
Derivative Path
David Hartman
Managing Director, Derivatives Sales & Trading
U.S. Bank
Jeff Smith
Managing Director, Derivatives Group
Veritex Community Bank
Ryan Huinker
Director of Credit Administration & Operations
Bank Iowa