Transitioning from IBOR to Risk Free Rates New York

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

New York, 19 - 20 September 2019

New York, 2 - 3 December 2019

Course agenda     Apply now

This course will teach you how to deal with the implications of the transition to risk free rates on cash products, the treasury and operations functions and derivatives market.

Day one will start with an update on regulation, the effect it has on the risk free rate transition and how it plays out in different jurisdictions with an overview of the different benchmark options. The day will conclude with two sessions on how the operations function will adapt and what the implications will be on the accounting function. 

Day two will open with a session on how to deal with the transition followed by insights in to the impact on the risk management and control functions. The course will close with a session on the impact on the treasury function and finally, how the legal obligations will change in the derivatives and cash markets.

Learning Objectives
  • Differences between IBOR and RFR's and the coordination globally 

  • The different benchmark options

  • Planning for the transition

  • How the derivatives market is affected and the legal implications 

  • How the business functions adapt to the transition 

  • Implications a move to risk free rates has on accounting practices

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Who Should Attend?

Relevant departments may include but are not limited to: 

  • Financial markets

  • Counterparties

  • Risk managers

  • Market infrastructure and policy 

  • IBOR transition

  • Benchmark and control

 

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Course Highlights
  • Overview of IBOR to risk free rates and SOFR

  • Case study on how to deal with the SOFR Transition 

  • Panel Discussion: Sharing the challenges of transition

  • Impact on risk management and risk control 

  • IBOR transformation program management considerations

  • Obligations in the derivatives and cash market

  • Accounting implications

  • Adaptation of the operations function 

More information

55 Broad Street

55 Broad Street, 22nd Floor

Financial District

New York, NY 10004

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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 12 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 12 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.