From IBOR to Risk Free Rates, Japan
Learn how to deal with the implications of the transition to risk-free rates on cash products, the treasury and operations functions and derivatives market.
Having received exceptional feedback from running this course in 2019, IBOR to Risk Free Rates is coming to Japan to provide attendees with best practice approaches for dealing with the implications of the transition to risk free rates.
Key concerns such as adapting the operations function, defining and modelling rates, accounting for loans and the wider impacts on risk management will all be considered.
Partner – PwC APAC LIBOR Leader
PwC Consulting LLC
Sergey co-leads the PwC Japan's LIBOR and Reference Rate Reform. He is a partner with twenty years of combined industry and consulting financial services experience.
Sergey is a Chartered Financial Analyst (CFA) charterholder and a US Certified Public Accountant (CPA) (Virginia). Sergey is a member of the CFA Institute, and Washington DC Society of Investment Analysts, and a number of industry societies. Sergey is a frequent speaker at large industry conferences.
PwCコンサルティング合同会社 金融サービス事業部 ファイナンス＆リスクチーム ディレクター
PwC Global Reference Rate Reform networkメンバー
Financial Services Partner
PwC Consulting LLC.
PricewaterhouseCoopers Arata LLC
Ryuichi is a partner with PwC Japan financial services assurance practice and co-leads the PwC Japan's LIBOR and Reference Rate Reform. Ryuichi leads several projects for Japanese clients to respond to LIBOR transition, provides risk, regulatory and accounting (Japanese GAAP, IFRS and US GAAP) advisory services mainly to large Japanese Financial Institutions. Ryuichi has provided audit and advisory services to Japanese and non-Japanese financial institutions for over 25 years. Ryuichi is a Japanese Certified Public Accountant (CPA).
PwCあらた有限責任監査法人 パートナー 公認会計士
Osamu Tsuchiya is a Quantitative Analyst at Simplex Inc. He has worked for Dresdner Kleinwort and Citigroup as a rates and hybrid derivatives quant analyst. He has also worked for XVA modeling.
Additionally, he has experience working as a financial risk management consultant for Ernst and Young.
Before moving to finance, Osamu worked in the field of mathematical physics. He holds a PhD in Theoretical and Mathematical Physics from The University of Tokyo. His book "The Practical Approach to XVA: The Evolution of Derivatives Valuation After the Financial Crisis" will be published this year.
What will you learn?
- Global IBOR to RFR context and progress so far
- About the benchmark options, similarities and differences to global markets
- Practical ways to deal with the transition
- How to manage the impact on risk management and risk control
- Tax insights, legal issues and other accounting implications
- Technology impacts and operating model challenges
- What to look out for in 2020
Who should attend?
This course has been designed for anyone in financial services who is working in, and affected by the transition to risk free rates. Relevant departments may include but are not limited to:
- Financial markets
- Risk managers
- Market infrastructure and policy
- Ibor transition
- Benchmark and control
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