Oskar Rogg
MD, Head of Treasury Americas - Crédit Agricole
Oskar Rogg is Head of Treasury, Americas for Credit Agricole CIB. He joined the bank in 2006 after stints at Ernst & Young/Cap Gemini, a fin-tech boutique and 10 years running a startup consulting firm. Oskar began his career at First Boston (now Credit Suisse) where he developed software, worked in municipal finance and traded repo and municipal GICs.
He has authored 15 books and articles, including chapters on repurchase agreements in the Handbook of Fixed Income Securities and the Handbook of Treasury Securities. He is a graduate of Cornell University and holds Series 7, 63, & 24 registrations and a PMP.
All Sessions by Oskar Rogg
11:35
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12:10
LIBOR
Assessing risk sensitivities of transferring from libor to sofr
- Managing the risk of using a less credit sensitive rate
- Reviewing from Libor transition and derivatives use
- Understanding impact to derivatives clearing with interest rate risk practices
- Transitioning to different instrument types with high volatility
- Managing impacts since Libor has been decommissioned
- Managing long-term funding strategies with the absence of credit sensitivity in sofr
- Mitigating funding mismatches with increased spread