Transition from IBOR to Risk Free Rates London

Learn how the transition from IBOR to Risk Free Rates is affecting leading financial services firms. Covering essential basis of the changes around risk management, hedge accounting, modelling the operations function and also looking at approaches to practically dealing with the transition. .

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Transitioning from IBOR to Risk Free Rates

London, 25 - 26 September 2019

Course Agenda     Pricing & Registration

After two hugely successful events earlier in 2019, this Risk Training course is returning to London to again provide attendees with best practice approaches to 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.

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What will you learn?
  • Global IBOR to RFR context and progress so far
  • About the Eurozone benchmark reform, similarities and differences to UK markets
  • 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 programme set up through to governance
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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
  • Risk managers
  • Derivatives
  • Market infrastructure and policy 
  • IBOR transition
  • Benchmark and control

25 September 2019
2019-09-25 08:45:00 +0100