Ibor to Risk-Free Rates, Dublin

Learn about the effect Ibor ending is going to have on the industry and how the market will deal with the transition to risk free rates.

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Transitioning from Ibor to Risk-Free Rates

November 13–14, 2019 

Dublin

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This course will teach you how to deal with the implications of the transition to risk free rates covering topics including: adapting the operations function; defining and modelling rates; accounting for loans; and the wider impacts on risk management. 

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What will you learn?

  • Global Ibor to RFR context and progress so far 

  • Benchmark reform in the Eurozone and the differing approaches  

  • Ibor risk assessment and risk overview 

  • Methods for adapting the operations function, looking at necessary changes to business and front office

  • How to define and model forward risk-free term rates 

  • Best practice for dealing with the transition, from program set up through to governance

View course guide

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Who should attend?

Relevant departments may include but are not limited to: 

  • Financial markets

  • Regulation 

  • Counterparties 

  • Risk managers 

  • Derivatives 

  • Market infrastructure and policy 

  • Ibor transition 

  • Benchmark and control 

3for2 group rate available

View pricing options

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Course highlights

  • Ibor to RFR – overview and recap

  • EU Context – Eurozone benchmark reform 

  • Impacts on ALM and Liquidity 

  • Securitisation and bonds 

  • Accounting considerations on Ibor to RFR 

  • Adapting the operations function 

  • Central counterparty (CCP) perspective 

  • Case study – practical approaches to dealing with the transition 

View course agenda

CPD / CPE Accreditation

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CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 8 credits. One credit is awarded for every hour of learning at the event.
CPE Member

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 8 credits. One credit is awarded for every hour of learning at the event in accordance with the standards of the National Registry of CPE Sponsors.
Very insightful course with a very knowledgeable teacher. The whole outline is extremely practical
VZ VermögensZentrum
The training was clear with lots of good examples we can work on at home
LMRKTS
The Python for Finance training is extremely useful for whoever is interested to manipulate financial data with a view to build statistical analysis and financial models.
LMRKTS
I would highly recommend taking advantage of the training opportunities offered: presenters were knowledgeable, engaging and the seminars were well organised
A participant from the Bank of Jamaica
It is a more relaxed atmosphere when I can attend virtually, and the setup worked very well
Red Winter Capital
Very applicable material that I can use straight away. Very focused on prices, economic data and their manipulations via Python. Well presented, Saeed was clear, patient, explained things well. It is my first course through Risk Training, but will be looking to attend more.
Red Winter Capital

Venue details

Hotel Riu Plaza The Gresham Dublin

23 Upper O'Connell Street, North City, D01 C3W7

Venue information

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