ARE YOU KEEPING UP WITH LIBOR/RFR TRANSITION?
Join the course at any time and learn at your own pace

This self-paced 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. 

Save $400 !
Register by June 10 and save!
code: Early400

Customize Your Schedule


Exclusive PRMIA network member discount 
Save $400 off your registration - 
code: Early400


68 Total Lessons Available | Six Areas of Interest

•  Flexible and self-paced online learning program 

• Customize your schedule based on your role or interests  
• 30-45 minute duration with adaptive concept checks   •  Weekly online live Q&A sessions with faculty 
• Real quantitative and operational case studies 
       
• Continuous course updates with market and regulatory developments 

Quantitative Analyst

• 29 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.


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Treasury Business Analyst

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

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Risk Management

• 38 Sessions
• 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.

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Project Manager

• 18 Lessons
• 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.

 



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Loan & Cash Instruments

• 20 Lessons
• 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.

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Software/IT

• 17 Lessons
• 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.

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Sanjay Sharma, PhD

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

Sanjay is the Founder and Chairman of GreenPoint Global – a financial technology, risk advisory, and education services firm headquartered in New York. Founded in 2006, GreenPoint has grown to over 400 employees with a global footprint and production and management teams located here in the U.S, India and Israel. more…

    

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…

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Exclusive PRMIA network member discount 
Save $400! 
code: Early400

 

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