Expo 2017 Program
October 17-19, 2017 // Hilton Chicago // Chicago, Illinois
Thursday, October 19, 2017 at 2:15 PM
Interest Rate Benchmarks: Looking to the Future
New interest rate benchmarks are emerging in response to calls from global regulators to identify alternatives to the long-standing Libor rate. A broad Treasuries repo financing rate was recommended by the New York Fed’s Alternative Reference Rate Committee (ARRC) for U.S. dollar derivatives this summer and exchanges are already preparing to roll out new contracts based on this rate. This panel will review timelines for adoption; the impact on exchanges and clearinghouses; and the status of similar efforts in other market centers.
Agha Mirza, Managing Director, Global Head of Interest Rate Products, CME Group
Sayee Srinivasan, Senior Economic Advisor, Commodity Futures Trading Commission
Philip Whitehurst, Head of Service Development, FX & Rates Derivatives, LCH SwapClear