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.
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.
- 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
Who Should Attend?
- Financial markets
- Risk managers
- Market infrastructure and policy
- IBOR transition
- Benchmark and control
Overview of IBOR to risk free rates and benchmark options
How to deal with the transition – case study
How do the operations function adapt?
Impact on risk management and risk control
The technology impacts and operating model challenges
Obligations in the derivatives and cash market
55 Broad Street
55 Broad Street, 22nd Floor
New York, NY 10004
Model Risk Management New York course has been designed to delve into best practice approaches to building a model risk framework. You will be equipped with a thorough understanding of model risk now and into the future, including the impact of machine learning.
This two day training course will provide delegates with a comprehensive understanding of machine learning applications. Sessions will cover in-depth the technical aspects of machine learning and provide suggestions and strategies for integrating it within your organization.