Virtual
Following the replacement of LIBOR with alternative risk-free rates (RFRs) for new contracts, new products such as RFR floating rate notes are emerging to support the development of RFR-based markets. Vibrant cash and repo markets with solid hedging tools are key to supporting the successful adoption of RFRs as benchmarks.
Experts discussed the following:
- Developments in RFR cash markets
- Current market dynamics, issuance volumes & liquidity
- What if there are no fallbacks?
- Is it a good time for Asian players to begin accepting SOFR in debt market?
Confirmed speakers included:
- Clara Chan, Executive Director, HKMA
- Vicky Cheng, Head of Government and Regulatory Affairs, Asia Pacific, Bloomberg L.P.
- Hajime Horiuchi, Treasury Department, Mitsubishi Corp
- Mushtaq Kapasi, Chief Representative for Asia-Pacific, ICMA
- Yanbin Ji, Executive Director, CICC
- Katie Kelly, Senior Director, Market Practice & Regulatory Policy, ICMA
- Yimin Liu, Fixed Income derivatives workflow specialist, Bloomberg
- Pranav Thakkar, Global Fixed Income Business Manager, Bloomberg L.P.
- Annie Zhu, Deputy Head of Global Markets and Deputy Head of RMB workforce, Bank of China (Hong Kong)
View recording
HKT | SGT | ||
16:00 |
Keynote Clara Chan, Executive Director, HKMA |
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16:15 |
ICMA & Bloomberg presentation Katie Kelly, Senior Director, Market Practice & Regulatory Policy, ICMA Yimin Liu, Fixed Income derivatives workflow specialist, Bloomberg |
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16:35 |
Issuer case study: Japan Hajime Horiuchi, Treasury Department, Mitsubishi Corp |
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16:45 |
Panel discussion Moderator: Vicky Cheng, Head of Government and Regulatory Affairs, Asia Pacific, Bloomberg L.P. Panellists: Yanbin Ji, Executive Director, CICC Mushtaq Kapasi, Chief Representative for the Asia-Pacific, ICMA Pranav Thakkar, Global Fixed Income Business Manager, Bloomberg L.P. Annie Zhu, Deputy Head of Global Markets and Deputy Head of RMB workforce, Bank of China (Hong Kong) |
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17:30 | Event Close |