Benchmark Reform and IBOR Transition
View AgendaKey reasons to attend
-
Interpret the operational readiness of departments for the transition
-
Employ best practices when adhering to new benchmark regulations
-
Learn about how credit sensitive rates operate
Customised Solutions
Does your team require a tailored learning solution on this or any other topic?
Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review.
About the course
Join this 4-day learning opportunity to gain insights into the replacement benchmarks of IBOR transition. The event will also focus on the impact on the financial and non-financial risk management. Delegates can explore the impression that the IBOR reforms have made in the global financial services sector.
Delegates will gain a comprehensive understanding of some of the most imminent topics like the US LIBOR activity and the utilisation of credit spread adjustments. Sessions will also provide insight of tools to apply the alternative reference rates like SOFR and SONIA.
Each 60-minute session allows delegates to learn from detailed presentations and engage in discussions with subject matter experts.
Learning objectives
-
Assess the impact of the regulatory requirements under the new RFRs
-
Apply the best solutions when constructing RFRs
-
Employ the calculation processes for SOFR
-
Apply the best practices to mitigate risks by managing market exposure
-
Develop the appropriate trainings for facing clients’ departments
-
Evaluate what are the main priorities and challenges of the transition
Who should attend
Relevant departments may include but are not limited to:
-
IBOR transition
-
Benchmark and control
-
Regulation
-
Counterparties
-
Risk managers
-
Operational risk
-
Conduct risk
-
Derivatives
-
Market infrastructure and policy
Agenda
September 26 - 29, 2022
Time zones: APAC
Start time: 09.00 HKT
Finish time: 11.15 HKT
- Benchmark reform overview
-
The role of regulators and industry bodies so far
-
The effect of risk-free rates (RFR)
-
Implementation of RFRs
-
Market exposure and operational readiness
-
Understanding further non-financial risks
-
Swaps and derivatives
-
Current focus and challenges
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
-
US dollar Libor transition: a new countdown in motion - Read article | Risk.net
-
FCA: dealer polls pose further Libor transition hurdle - Read article | Risk.net
-
Sustainable finance, Ibor transition and China bond investment take centre stage - Read article | Risk.net
To access some of the above articles you need to have a current subscription to Risk.net. If you don’t have one now, please subscribe to a free trial
Expand your learning
Events
The premier meeting place for the risk community. Providing clarity and guidance on the fast-changing regulatory landscape of capital, credit and market risk, liquidity and derivates use.
Journals
Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Books
Risk Books are authored by leading professionals and academics. With over 150 books spanning 1,000s of chapters, our publications team is committed to connecting readers with these world class experts.
Glossary
Regularly updated by our team analysts, journalists and producers, our glossary demystifies the terminology and acronyms used in risk management, risk transfer, policy, technology and innovation.