Course description
Gain insight into the transition of Ibor rates to their new replacement benchmarks, discussing the impact on both financial and non-financial risk management.
Sessions will provide the tools for needed to mitigate the challenges and implementation effects of rate swaps on institutions, with a deep dive into key features and polices of SONIA, SOFR, and ESTER. Participants will gain a comprehensive understanding of the necessary skills needed for operational risk departments to successfully manage the transition effects on business as usual.
Each 60-minute live session allows participants maximum engagement with the detailed content, as well as the opportunity to interact with speakers through live Q&A and polls.
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Suitability - Who should attend?
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Operational/conduct risk
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Regulation
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Counterparties
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Risk managers
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Derivatives
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Market infrastructure and policy
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IBOR transition
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Benchmark and control
Outcome / Qualification etc.
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Assess the impact of the regulatory requirements under the new RFRs
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Apply the lessons learned from the IBOR scandal
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Understand and use the calculation processes for SOFR
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Understand the new fallbacks for in place of IBOR derivatives
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Employ best practices to manage market exposure to limit harm
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Communicate the effects of the transition to clients
Why choose Risk Training
5,000+ Attendee's per year
500+ Companies per year
95% Satisfaction rate
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