December 16, 2020
LIBOR: Completing the Transition
What's next for Asset Managers & Owners
Join Charles River's Explore & Learn webinar series. Discover new ways to leverage the Charles River Investment Management Solution as our product experts discuss and demonstrate the latest product capabilities.
Product expert, Ephraim Hirschfeld, Charles River; Derivatives specialist, Brian Manning, State Street; and Portfolio Strategist, Will Goldthwait, State Street Global Advisors® continue our Explore & Learn webinar series and discuss the next steps in transitioning from LIBOR.
While many aspects of the transition are proceeding with minimal disruption to derivatives markets, a number of issues must still be resolved by regulators and tax authorities. Investment managers are working closely with service providers to address the remaining changes and upgrades to their operational and investment processes.
Charles River, State Street and State Street Global Advisors are continuing to prepare our technology and services to help ensure asset managers and owners can make a seamless transition to the new LIBOR replacement benchmark(s) in the months ahead. We’ll discuss the remaining challenges and potential solutions during this webinar.
- SOFR Big Bang: Recap and role in LIBOR retirement
- ISDA Fallback Protocol: Definition updates and repairing legacy trade
- Charles River IMS: Data requirements, valuations and workflow enhancements
The webinar is a 35 minute presentation and discussion followed by Q&A.
Product Manager, Charles River Development
Ephraim is responsible for managing the Analytics product team at Charles River. Ephraim has over 10 years’ experience in buy-side financial services, specializing in ex-ante risk modeling, analytics, derivatives and fixed income securities. Prior to joining Charles River, Ephraim served in product management and risk management consulting roles at Intercontinental Exchange and Wilshire Associates respectively. Ephraim holds an MS in Mathematical Finance from the University of Southern California.
VP, Investment Services Derivatives Product Group, State Street
Brian Manning is a Vice President within State Street’s Investment Services Product group focused on Derivatives. In this role he keeps atop derivatives market changes and regulatory impacts for the bank’s operating model. He is active in many trade organizations including as a voting member of the ISDA FpML Standards Committee and co-chair of the Derivatives Working Group within ISITC. He holds a Bachelor’s in Finance from Bryant University.
Portfolio Strategist, State Street Global Advisors®
Will is a Vice President, Portfolio Strategist at State Street Global Advisors. He is a member of the Global Cash and Global Fixed Income Investment Management Teams. Will is responsible for the communication of cash
and fixed income investment strategy and performance to clients, consultants and prospects. He covers multiple sectors and vehicles, including both active and indexed fixed income.
Prior to joining State Street Global Advisors in 2014, Will spent time on both the advisory and brokerage side of the business. Most recently he was part of Royal Bank of Scotland’s Institutional Fixed Income Sales team and Merrill Lynch’s Institutional Money Market Sales Team. Prior to Merrill Lynch Will worked as a Money Market Portfolio Manager and Fixed Income Trader for Columbia Management and Fleet Investment Advisors.