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

Course Duration
Upto 20 Hours

Schedule
Flexible

Course language
English

Certification
Certificate of Completion & CPD Credits

Course medium
Online Course with Live Instructions

invoices
Institutional Invoicing

Call us :
(212) 913 0500 x 590
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
- LIBOR transition project management and keys to success
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
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.
Course payments are made by credit cards through secured and trackable Paypal platform.
2. Product and Program Information
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.
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
Yes of course. Course faculty will address your questions sent through email to [email protected]. Faculty is also available for pre-scheduled video conference
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: