Session page - Non-linear markets
Wednesday, June 24 | 10.30 - 11.30
Non-linear markets – the next frontier for RFR derivatives:
- Clearing house interest-rate on collateral changes and resulting impact on valuation and risk for swaptions and other IR options
- Resulting bases which have opened up between cleared and uncleared rate option products
- New options markets developing in the new RFR , e.g. SOFR options
- Complications for Caps and Floors
- Loss of back-test data for certain systematic strategies
MD, rates options and exotics trading
Ali Khan is Managing director – Rates Options & Exotics Trading at Nomura, with over 15 years’ experience in Options Markets.
Prior to joining Nomura in 2009, Ali was an Exotic Rates Trader at Lehman Brothers for 4.5 years where he started his career.
Ali has a BA in Mathematics and an MPhil in Statistics from the University of Cambridge.
LIBOR VIRTUAL WEEK REGISTRATION – COMPLIMENTARY
Complementary full access to the Libor Virtual Week and Libor Webinar Series.
There are a limited number of complimentary registrations reserved for financial institutions (asset management, private equity, hedge funds, pension funds, insurers, venture capitalists), banks and supervisors/regulators. Risk.net reserves the right to decide eligibility to attend the event.
LIBOR WEBINAR SERIES – COMPLIMENTARY
Complimentary access for all to the Libor webinar series, which includes:
Tuesday, June 23, 2020, 15:00 BST
Wednesday, June 24, 2020, 15:00 BST
Thursday, June 25, 2020, 15:00 BST