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Will Dibble

Partner

CMS Cameron McKenna Nabarro Olswang LLP
Cannon Place
78 Cannon Street
London
EC4N 6AF
United Kingdom
Languages English

Will Dibble is a partner in the Financial Services and Products group.  He advises leading investment and retail banks as well as other financial institutions and corporates on a wide range of derivatives and structured products.

Will specialises in derivative securities and advises on both wholesale and retail structured product offerings linked to a wide range of asset classes including equities, funds, commodities, indices and rates. He also advises on longevity linked products as well as distressed debt trading in conjunction with our insolvency specialists.  He  is currently advising clients on the impact of EMIR and the benchmark regulation.  

Ranked as a leading individual in Derivatives and Structured Products by Legal 500, Will is, according to Legal 500 (2010), “an incredibly safe pair of hands” and, according to Legal 500 (2011), “an expert in his field, and worth every penny on complex deals”.

He is also highly ranked as an individual in Chambers UK which states that “Will is a well-respected figure in the capital markets field” (2012).

Will is a regular speaker on derivatives matters.

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Relevant experience

  • A leading US investment bank on the implementation of the 2014 ISDA Credit Derivatives Definitions in its structured products programme.
  • A leading European investment bank on CPPI fund linked products.
  • A leading US investment bank on its issuance of credit, equity, index and commodity linked retail structured products.
  • A large hedge fund on restructuring its exposure to a structured note issue.
  • A leading European investment bank on its compliance with the IOSCO principles in relation to its benchmarks.
  • A leading European bank in relation to its new proprietary indices.
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Education

  • 1995 – LPC, College of Law
  • 1994 – LLB, University College London, London
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June 2018
CMS in­tro­duces Private Place­ments on­line Ques­tion­naire
Private place­ments are in­creas­ingly be­ing used for debt fund­ing as an al­tern­at­ive to bank fin­an­cing Find the right one for you! The mar­ket of­fers a large num­ber of Private Place­ment (PP) products...

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13 October 2020
ISDA launches IBOR Fall­backs Sup­ple­ment and Pro­tocol: next steps and is­sues
ISDA has pub­lished a state­ment from its Board of Dir­ect­ors an­noun­cing that on 23 Oc­to­ber 2020 it will launch the ISDA 2020 IBOR Fall­backs Pro­tocol and IBOR Fall­backs Sup­ple­ment to the 2006 ISDA Defin­i­tions...
13 October 2020
ISDA launches IBOR Fall­backs Sup­ple­ment and Pro­tocol: next steps and is­sues
ISDA has pub­lished a state­ment from its Board of Dir­ect­ors an­noun­cing that on 23 Oc­to­ber 2020 it will launch the ISDA 2020 IBOR Fall­backs Pro­tocol and IBOR Fall­backs Sup­ple­ment to the 2006 ISDA Defin­i­tions...
15 July 2020
Syn­thet­ic LIBOR: a sil­ver bul­let?
On 23 June 2020 the UK Gov­ern­ment an­nounced that it will take le­gis­lat­ive steps that could help deal with a nar­row pool of ‘tough leg­acy’ con­tracts that can­not trans­ition from LIBOR by the cur­rent...
15 July 2020
Syn­thet­ic LIBOR: a sil­ver bul­let?
On 23 June 2020 the UK Gov­ern­ment an­nounced that it will take le­gis­lat­ive steps that could help deal with a nar­row pool of ‘tough leg­acy’ con­tracts that can­not trans­ition from LIBOR by the cur­rent...
15 April 2020
Mar­gin calls: the pit­falls to avoid
In­tro­duc­tion The COV­ID-19 crisis and in­duced lock­down meas­ures taken by nu­mer­ous gov­ern­ments are start­ing to have a sig­ni­fic­ant im­pact on the glob­al eco­nomy.  The full eco­nom­ic ef­fects will only be known...
2 March 2020
Trans­ition to SO­NIA gath­ers mo­mentum
As men­tioned in our re­cent Law-Now, one of the doc­u­ments pub­lished in Janu­ary by the Bank of Eng­land, the FCA and the Work­ing Group on Ster­ling Risk-Free Ref­er­ence Rates (Ster­ling Work­ing Group) is a...
02 March 2020
Trans­ition to SO­NIA gath­ers mo­mentum
As men­tioned in our re­cent Law-Now, one of the doc­u­ments pub­lished in Janu­ary by the Bank of Eng­land, the FCA and the Work­ing Group on Ster­ling Risk-Free Ref­er­ence Rates (Ster­ling Work­ing Group) is a...
21 January 2020
The world's most talked about num­ber: LIBOR 2020
Yes­ter­day, LIBOR trans­ition was firmly high­lighted as a key top­ic for 2020 with the Bank of Eng­land (the Bank), the Fin­an­cial Con­duct Au­thor­ity (FCA) and the Work­ing Group on Ster­ling Risk-Free Ref­er­ence...
17 January 2020
The world's most talked about num­ber: LIBOR 2020
Yes­ter­day, LIBOR trans­ition was firmly high­lighted as a key top­ic for 2020 with the Bank of Eng­land (the Bank), the Fin­an­cial Con­duct Au­thor­ity (FCA) and the Work­ing Group on Ster­ling Risk-Free Ref­er­ence...
21 March 2019
Struc­tured Fin­ance and Cap­it­al Mar­kets we­bin­ar series
CMS will be run­ning a Struc­tured Fin­ance and Cap­it­al Mar­kets we­bin­ar series, start­ing this Au­tumn. Each month you will have the op­por­tun­ity to listen in on a dif­fer­ent hot top­ic, presen­ted by ex­perts...
June 2018
CMS in­tro­duces Private Place­ments on­line Ques­tion­naire
Private place­ments are in­creas­ingly be­ing used for debt fund­ing as an al­tern­at­ive to bank fin­an­cing Find the right one for you! The mar­ket of­fers a large num­ber of Private Place­ment (PP) products...
17/02/2016
Life, pen­sions & longev­ity risk
The longev­ity and pen­sions risk trans­fer mar­ket has seen sub­stan­tial in­nov­a­tion and ex­pan­sion in re­cent years, driv­ing ever closer con­ver­gence between the in­sur­ance and cap­it­al mar­kets.With a repu­ta­tion...