Libor is being replaced with a new improved version of SONIA. The actuarial profession has a wide ranging involvement with Libor and its replacement has far reaching implications. This evening event is aimed at actuaries who would like to hear about the changes and their implications.
Libor is being replaced with a new improved version of SONIA. The actuarial profession has a wide ranging involvement with Libor and its replacement has far reaching implications. Life insurers and pension funds use long dated Libor linked swaps to hedge interest rate risk. Solvency II discount rates are based on Libor swap rates. Some investments pay Libor linked returns.
This evening event is aimed at actuaries who would like to hear about the changes and their implications. There will be a panel presentation by professionals involved in the transition followed by a panel discussion with an opportunity to ask questions.
Will Parry from the Bank of England will present the need for change and provide an overview of the change.
Toby Stevenson of NatWest Markets will give an insight into the impact from the banking perspective.
Alex Soulsby of BMO Global Asset Management will present the implications from a liability hedging and asset manager perspective whilst Hemal Popat of Mercer Investments will present the implications from an actuarial, investment and pensions perspective.
Dick Rae will touch upon the potential life insurance impacts.
Event organiser
Contact Events Team for more information.
eventmanagement@actuaries.org.uk
0207 632 1498
| Registration | 17:30 - 18:00 |
| Presentations, panel discussion and Q&A | 18:00 - 19:30 |
| Networking, drinks and canapes | 19:30 - 20:30 |
Location
Address
BMO Global Asset Management, Exchange House, Primrose Street, London, EC2A 2NY
Nearest Public Transport
Liverpool Street Station