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.


From IBOR to Risk Free Rates, Japan

July 16-17, 2020 | 9AM–12:30PM Tokyo (GMT+9)

Book by June 19, 2020 – Save USD 200

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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.

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
  • Regulation
  • Counterparties
  • Treasury
  • Risk managers
  • Derivatives
  • Market infrastructure and policy 
  • Ibor transition
  • Benchmark and control
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Download Asia Risk Training Calendar 2020

Asia Risk Training Calendar 2020