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Are you keeping up with the LIBOR transition?

This training course is designed to fill the knowledge gap for LIBOR transition and prepare participants to address the multitude of challenges they are likely to face over the next year. It is self-paced and can be started at any time after registration.
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Program Details
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What You Will Learn

  • LIBOR components, its current usage and timelines
  • Risk-Free rate indices across all currencies worldwide and its detailed conventions for accruals and cashflows
  • Mechanisms of ISDA transition fallback and waterfall fallback for cash instruments
  • Detailed recommendations on curve building for existing indices and SOFR, ESTR and SONIA
  • P&L impact on fallback date and its implications on collateral, credit exposure and tax
  • Credit and term component in LIBOR vs risk-free rates
  • Adequacy of SOFR as a replacement rate for loans and securitized products and it’s alternatives
  • Lessons from SOFR & €STR discounting and PAI changes at CME and LCH
  • Redocumentation risk, broken hedges and hedge cashflow mismatches
  • Hedge Accounting and Tax impact for derivatives and cash instruments
  • Management of legacy LIBOR swaps – renegotiations, re-bookings, compressions, fallback
  • Required changes to interest rate option models – convex adj, shifted lognormal, LMM
  • Impact on risk measures for capital, and regulatory compliance
  • Model validation requirements from accruals/payments to curves and option pricing models
  • LIBOR transition project management and keys to success

Program Components

Foundation

10 sessions of 30 minutes each cover basic fixed-income fundamentals and overview of LIBOR/RFR transition, quantitative, and operational challenges with concept checks.

Core

14 sessions of 30-45 minutes each cover all aspects of LIBOR/RFR transition including operational readiness, quantitative challenges, contact renegotiations, trading and project management.

Master Classes

7 Master Classes with 2-4 hours of instruction each with specialized immersive content dedicated to specific concepts and wide-ranging job-specific functions and roles.

Faculty​ Q&A

Twice weekly sessions for 16 weeks with program and expert faculty to address participant questions and challenges as well as industry/regulatory developments.

Visual Presentation of Program

Program Structure and Key Aspects

  • Flexible and self-paced based on participant knowledge, functional area and time availability.
  • 45+ sessions of 30-minute duration with adaptive concept checks – total instruction up to 40 hours.
  • Weekly online live Q&A sessions with faculty.
  • Real quantitative and operational case studies.
  • Completion certificate at the end of the program.

Who Should Attend

• Traders • Front, Middle, and Back‑Office Professionals • Investment and Portfolio Managers  • Risk Managers • Loan and Credit Officers • Buy-Side and Sell-Side Analysts  • Financial Controllers • Consultants • Project Managers • Legal Professionals • Compliance Officers • Audit • IT Business Analysts, Quality Assurance and Application Developers • Students

Learning Platform

Certification

After passing all concept checks with 80% correct answers in selected modules, participants will receive certificate of completion. They can select one certificate for all modules and selected masterclasses or individual certificates for each.

Program Expert Faculty

Sanjay Sharma - LIBOR Bootcamp

Sanjay Sharma, PhD

Founder and Chairman, GreenPoint Global

Tim Glauner - LIBOR Bootcamp

Tim Glauner

Head of Capital Markets Global Solution Consulting for Americas, Finastra

Ann Battle - LIBOR Bootcamp

Ann Battle

Head of Benchmark Reform, ISDA

Thomas Deas - LIBOR Bootcamp

Thomas Deas

Chairman, NACT

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