Benchmark Reform and IBOR Transition

  • 4 days
  • Treasury and capital markets risk
  • 8 CPD points
View Agenda

Key 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 

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Customised Solutions

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Working with the portfolio of expert tutors and’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. 

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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 RFR

  • Apply the best solutions when constructing RFR

  • 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  


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 


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Pre-reading materials

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  • Agenda and registration process
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  • Customisation of this programme
  • Season tickets options

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