TAKE CHARGE OF YOUR LIBOR TRANSITION JOURNEY

Participate in an extensive training program covering all aspects of the LIBOR transition.

LIBOR Transition Bootcamp 2021

Full Immersion at your own pace

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.

Course Features

Who Should Attend

Treasury Analysts
Traders
Investment and Portfolio Managers
Loan and Credit Officers
Risk Managers
Quants and Quant Developers
Middle and Back-Office Analysts
Financial Controllers

Legal and Compliance
Project Managers
Model Validation Analysts
Software and IT Professionals
Management Consultants
Business Analysts
Quality Assurance
Students and University Faculty

Course Coverage

LIBOR components and its current usage
Mechanisms of ISDA transition fallback
P&L impact on fallback date and its implications on collateral, credit exposure and tax
SOFR & €STR discounting and price alignment changes for cleared swaps at exchanges
RFR indices across all currencies worldwide and its conventions
Credit component in LIBOR and SOFR term rates
Adequacy of SOFR as a replacement rate and it’s alternatives
Current state of transition across fixed income, loans, derivatives, MBS/ABS and securitizations

Redocumentation risk, broken hedges and hedge cashflow mismatches
Management of legacy LIBOR swaps – renegotiations, re-bookings, compressions, fallback
Curve building for existing indices and new RFR indices
Impact on interest rate option products
Essential components of impact on risk measures and capital, and regulatory compliance
Model validation from accruals and payments to curves and option pricing models
Negotiation and documentation of legacy contracts

Program Certification

After answering concept checks in individual modules, participants will receive a certificate of completion. Participants can select one certificate for all modules or individual certificates for each.

CPD Accreditation

LIBOR Bootcamp 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, 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.

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.

FREQUENTLY ASKED QUESTIONS (FAQs)

1. Program pricing and payment Information

A) Is there a discount for students?

Yes, students get up to 50% off the full cost of the course upon verification of their student status credentials. Additional discounts are also available for groups of three or more students.

B) How do I pay for the program?

Course payments are made by credit cards through secured and trackable Paypal platform.

2. Product and Program Information

A) How quickly can a course be completed?

The full course program is approximately 20 hours of instruction and can be completed in three days. However, the selections are individually selectable, and the program can be paced based on your schedule.

B) How long are the sessions?

Each individual session is roughly 20-40 minutes long. The sessions can be paused and restarted at any time, or rewatched unlimited times.

3. Instructor Information

A) Are instructors available for questions?

Yes of course. Course faculty will address your questions sent through email to [email protected]. Faculty is also available for pre-scheduled video conference

B) What are the faculty qualifications and experience?

LIBOR BOOTCAMP instructors are highly qualified practitioners with over 50 years of collective banking and software industry experience. Their biographies are provided on the LIBOR BOOTCAMP website. Their Linkedin profles are: