Take Charge of your LIBOR Transition Journey

Participate in an extensive training program covering all aspects of the LIBOR transition, including SOFR, SONIA, ESTR, OIS and more.
Save $400 with this code: EARLY400

Valid till July 6, 2021

LIBOR Transition Bootcamp 2021

  • Sessions covering LIBOR transition across all functions.
  • Flexible course selection and sequencing.
  • Designed for cross-functional professionals and consultants.
  • Continuous course updates with market and regulatory developments.
  • Course flexibility is conducive for working professionals and students.
  • Delegates will receive 6 CPD credit points and a certificate of completion.
$1,400
Save $400 with this code: EARLY400 Valid till July 6, 2021

Please contact us for student and corporate group discounts.

Learning Goals

Quantitative Analyst

  • RFR-related quantitative topics across all functions.
  • New RFR conventions and curve building.
  • Selection of RFRs, accruals and payment conventions.
  • Curve simulation, calibration, and volatility adjustment.
  • Futures and options pricing model changes.
  • Model validation challenges and addressing them.

Treasury Business Analyst

  • RFR topics for front, middle, and office functions.
  • New RFR/instruments conventions for accruals and payments.
  • New benchmarks and operational impact on fallback and new trades.
  • Mechanisms of transition fallback and choices for current portfolios.
  • New Fed Fund and SOFR collateral assumptions for cleared swaps.
  • Accounting (IFRS9/GAAP/FAS133) for FI instruments/ derivatives.

Risk Management

  • LIBOR transition impact on risk management functions.
  • New RFR-risk parameters for cash instruments and derivatives.
  • Impact on risk limits and resetting.
  • Managing model validation and front-office functions.
  • Ensuring regulatory compliance.
  • Internal and external communication.
  • LIBOR transition project management.

Project Management

  • Scoping LIBOR transition across institutional functions.
  • Organizational choices for cross-functional teams.
  • Setting targets, timelines, and budgets.
  • Creating and managing project teams.
  • Potential project hurdles and their management.
  • 10 misconceptions about LIBOR transition and avoiding setbacks.

Loans and Cash Instruments

  • Managing LIBOR replacement challenges for cash instruments. 
  • ARRC recommended fallback language and consent solicitation. 
  • Floating Rate Notes, bilateral and syndicated loans/documentation.
  • Mortgages and structured instruments.
  • Quantitative impact for advance and arrears conventions.
  • Impact of regulatory and legislative developments.

Software/IT Professional

  • Most recent timelines across all five global jurisdictions.
  • Updated RFR indices across all currencies their conventions.
  • Required large scale trade and position updates over next 3 years.
  • Performance considerations for term to overnight rate transition.
  • Areas of focus for reconciliations and regression testing.
  • Trade-off between system upgrade vs. temporary functional gaps.

Course Coverage

Course Structure and Key Aspects

  • Flexible and self-paced online learning program.
  • 70 sessions of 30-45 minute duration with adaptive concept checks.
  • Weekly online live Q&A sessions with faculty.
  • Real quantitative and operational case studies.
  • Completion certificate at the end of the program.
  • Continuous course updates with market and regulatory developments.

Who Should Attend

• Traders • Investment and Portfolio Managers • Loan and Credit Officers • Risk Managers • Quants and Quant Developers • Front and Middle-Office Analysts • Back-office and Operations Analyst • Financial Controller and Analyst • Legal and Compliance Officers • Project Managers • LIBOR Program Manager • Model Validation Analysts • Business Analysts and Quality Assurance • Software Developers and Technical IT Analysts • Management Consultants • Business and Technical Consultants • Students and University Faculty

Certification

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

CPD Accreditation

The following course is in the process of being accredited by the CPD Certification Service, this indicates that the course meets the highest standards set by the CPD framework. Participants of the course will receive CPD Credit Points.

Program Expert Faculty

Sanjay Sharma - LIBOR Bootcamp

Sanjay Sharma, PhD

Chairman GreenPoint Financial
Former CRO, RBC Global Arbitrage and Trading and Natixis, North America

During 2007-16 Sanjay was the Chief Risk Officer of Global Arbitrage and Trading Group and Managing Director in Fixed Income and Currencies Risk Management at RBC Capital Markets in New York. His career in the financial services industry spans over two decades during which he has held investment banking and risk management positions at Goldman Sachs, Merrill Lynch, Citigroup, Moody’s and Natixis. more…
Tim Glauner - LIBOR Bootcamp

Tim Glauner

Head of Capital Markets Global Solution Consulting for Americas, Finastra

Tim leads the Americas’ Capital Markets practice, Global Solution Consulting at Finastra, specializing in front-office, risk and quantitative areas in capital markets for broad asset class coverage including interest rate/inflation/FX/hybrid derivatives, fixed income including corporate and ABS/MBS securities. more…