Transition from IBOR to Risk Free Rates

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.


Transitioning from IBOR to Risk Free Rates

6 - 7 March 2019, London

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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. Key concerns such as contractual obligations, building liquidity, client communications and account repercussions will all be considered.

Learning Objectives

By the end of the two days you will have new or improved knowledge of: 

  • 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?

Relevant departments may include but are not limited to: 

  • Financial markets
  • Counterparties
  • Risk managers
  • Market infrastructure and policy 
  • IBOR transition
  • Benchmark and control
Course Highlights

Sessions include: 

  • Overview of IBOR to risk free rates and benchmark options
  • How to deal with the transition -sell side case study - How do the operations function adapt?
  • Accounting implications 
  • How to deal with the transition - buy side
  • Impact on risk management and risk control 
  • Treasury technology framework and operation model challenges - case study
  • Legal/ contractual obligations in the derivatives cash markets

Venue Details

Amba Hotel

Charing Cross,

Venue information