Transitioning from Ibor to Risk Free Rates

Keep up to date with the many aspects of the Ibor transition with session such as necessary operational changes, accounting implications and fallback provisions.


Transitioning from Ibor to Risk Free Rates  

14-17 September, 2020 

Course Agenda     Pricing & Registration

About the course

Join us for this four-day online course designed to specifically meet the needs of those working on the transition from Ibor to risk free rates.

Attendees of this course will leave with a deeper insight and a clearer vision on how to handle the transition to risk free rates in their own organisation.

The course will be led by a variety of industry experts from Europe and the US, who will be covering need-to-know topics such as the operational risks associated with the transition, how to utilise AI and the impact on risk management.

The interactive presentations will feature in-depth, technical content compressed into 60-minute sessions to keep the discussions at the most engaging level and to facilitate communication between the course tutors and participants.

What will you learn?
  • An overview of the challenges and changes associated with transitioning to risk free rates
  • Key features and policies of SONIA, SOFR, and EONIA
  • How AI can assist in the transition
  • Operational risks associated with the transition including conduct risk and the effects of COVID-19
  • Best practice approaches to building your Ibor programme
  • Understand the key accounting risks in the transition to risk free rates
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:

  • Compliance
  • Risk management
  • Derivatives
  • Market infrastructure and policy 
  • Ibor transition
  • Benchmark and control
Online training

Our live, virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days
  • Facilitated collaboration including Q&A, interactive polling and group workshops
  • Live interaction with subject matter experts – get your questions answered in real time
  • Receive comprehensive course materials and supporting content from to reinforce your learning
  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Beata Lubinska PhD


BL Advisory & Consulting

Dr. Beata Lubinska is a financial engineer with over 16 years of practical experience gained in international financial institutions such as GE Capital, Deloitte and Standard Chartered Bank based in Milan and London.

Beata’s background is strongly focused on Interest Rate Risk in the Banking Book (“IRRBB”), Balance Sheet Management and behavioural modelling for banks asset liability management purposes. She has spent most of her career managing IRRBB for a number of financial institutions.

Currently she has set up her own company where she leads and collaborate with banks on projects focused on all Treasury related matters. In her previous position she was a Head of the Market and Liquidity Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also a member of the BTRM Faculty founded by Professor Moorad Choudhry in London.

Beata holds a PhD in Finance from Wroclaw University of Economics. Her research publications have enjoyed strong reviews by academics and industry practitioners.

Beata is also an author of the book “Asset Liability Management Optimization – A practitioner’s guide to balance sheet management and remodelling” published by Wiley & Sons Ltd in London.

In addition, Beata is actively providing trainings for professionals from the banking industry in Latvia, Poland, UK and in the US.

Her main areas of specialization include: Funds Transfer Pricing, Interest Rate Risk in the Banking Book, Asset Liability Management and Balance Sheet management through FTP and optimization.

Kam Mahil

Senior Director

Loan Market Association

Kam joined the LMA in August 2015 and assists with the Association’s documentation projects, education and training events and regulatory and lobbying matters (including the LMA's response to LIBOR transition and represents the LMA on various industry and currency working groups on the transition to near risk-free rates).

Prior to joining the LMA, Kam was a professional support lawyer at Linklaters LLP specialising in project finance, acquisition finance, energy and infrastructure.  She focused on current awareness (covering both legal and sectoral developments) and developed precedents, knowhow and training for the global projects, energy and infrastructure group. 

Kam was previously a banking and finance solicitor at Slaughter and May where she acted for a variety of UK and international borrowers, focusing on general syndicated finance, investment grade finance, leveraged acquisition finance and project finance.

Mark Spencer

financial services accounting advisory leader


14 September 2020
2020-09-14 14:00:00 +0100