LIBOR Transition Part 3: IBOR Replacement – Key Points for the Loans Market and linked Derivatives Hedging Arrangements

As the deadline for the transition away from IBORs fast approaches, our global experts on the loans market and derivatives are continuing to help participants in the loans and derivatives markets ready themselves for the changes to alternative risk-free rates. Please join Mayer Brown partners Ed Parker, Trevor Borthwick, Ash McDermott and David Duffee, and senior associate Emma Khoo in the latest of our LIBOR webinar series that will cover the following:

• Introduction and Overview – Ed Parker
• Syndicated loans market – Trevor Borthwick
• Export Credit Agencies / Emerging Markets / Project Finance / Trade Finance peculiarities – Ash McDermott
• Hedging & ISDA documentation – Ed Parker
• Discussion of recent transition-related events in the US loan market – David Duffee
• Conduct Risk in the UK – Emma Khoo

You can listen to the recording here >>
Running time: 48:35 minutes