Derivatives, trading and liquidity
Derivatives, trading and liquidity
Derivatives, trading and liquidity
There are stark differences in the usage of RFR-linked swaps between geographies, with the US lagging and the UK leading the way. But all markets have work to do on non-vanilla instruments.
- What impact has the CCP discounting switch had on SOFR trading?
- What obstacles exist for swaptions and other non-linear products?
- Are market participants ready to sign the Isda protocol and commit to contractual fallbacks?
Speakers
Jason Granet
Head of firmwide Libor transition efforts
Goldman Sachs
Jason is responsible for the firm's London Inter-bank Offered Rate (LIBOR) transition efforts. Previously, he was deputy head of Liquidity Solutions for Goldman Sachs Asset Management (GSAM). From 2010 to 2017, Jason was the head of International Liquidity Portfolio Management for GSAM, responsible for the management of international liquidity portfolios. From 2007 to 2010, he was co-head of the Secured Funding team on the Central Funding desk, where he and his team were responsible for all financing transactions and financing counterparty relationships across the Investment Management Division. Prior to that, Jason worked in the portfolio and risk strategy group of GSAM’s Fixed Income team from 2004 to 2007. Before joining GSAM, he was an analyst in Fixed Income Operations. Jason joined Goldman Sachs in 2000 and was named managing director in 2012. Jason was recognized by Financial News as one of the “FN 40 Under 40 Rising Stars of Asset Management” in 2013 and 2014. Jason serves on the Board of Trustees of Fairy Bricks. Jason earned a BA in Economics from the University of Michigan in 2000.
Ivan Jossang
Managing director
Morgan Stanley
Tom Prickett
Managing director
JP Morgan
Liang Wu
Executive director of financial engineering and product management
Numerix LLC
Liang Wu is an Executive Director of Financial Engineering and heads up CrossAsset Product Management at Numerix. Wu has previously served as VP of Financial Engineering in the Client Solution Group at Numerix. Before joining Numerix in 2015, he worked at CME Group and HSBC in Pricing and Valuation, and Model Review roles. He holds an MSc degree in Financial Engineering from Columbia University, an MSc degree in Space Physics from Rice University and a BSc degree in Geophysics from University of Science and Technology of China.