Managing the LIBOR Transition within Corporate Treasuries
Overcoming challenges relating to regulation, products, risk, and strategic planning
12-13 Dec 2019
London, United Kingdom
- Why You Should Attend
Managing the LIBOR Transition within Corporate Treasuries
To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we therefore have a limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.
Although LIBOR will not be officially phased out until the end of 2021, the move to alternative risk free rates such as SONIA, €STR, and SOFR, is well under way. Regulators have been driving this switch forward and encouraging organisations of all kinds to make the necessary arrangements as quickly and efficiently as possible. Although financial institutions have the greatest exposures and are doing the most to address issues around the transition, corporates should be actively engaged in this process. This course will demonstrate the need for companies to focus on this highly pressing topic and will provide a roadmap for achieving a smooth transition.
This course offers a comprehensive examination of the various aspects which those in capital markets, risk, and finance functions; or otherwise engaged with the LIBOR project, will have to deal with. This starts off with the background behind the switch and the regulatory context. Following that, the trainer will cover the scope of the various new rates and their potential impacts on different financial products. Important operational implications such as documentation and communications will be examined and guidance offered, based on practical experience of transition projects within a variety of institutions. Other key practical elements around risk and liquidity will also be covered in detail to ensure that attendees have all the information required to be able to start, run, and complete an effective LIBOR transition.
How will you benefit?
· Understand the implications of the transition away from LIBOR to alternative risk-free rates and adapt to the relevant regulatory pressures
· Evaluate and quantify your exposures to LIBOR across the full spectrum of financial products
· Learn how to proactively manage key operational issues such as documentation and communications
· Gain a clear perspective on the financial and non-financial risks of this switch, and the role corporate treasuries can play to mitigate these risks
· Develop a strong governance structure to be able to push the LIBOR transition programme forward and achieve an efficient and orderly transition
About your expert trainer:
Navin Rauniar, Founder and Director, Quantico Consulting
Navin is an independent risk director with over 16 years’ experience in advising the sell side on front to back risk and regulatory matters. Navin also specialises in the delivery of Risk Methodologies, Models & Governance for Tier One and Tier Two investment banks; whilst spearheading the analysis for IBOR Transition, FRTB, IRRBB, Basel IV, CRR 2 and CRD V offerings. He most recently worked as a Senior Manager at a leading global advisory firm where he led the analysis of the impact of the LIBOR transition on financial institutions.
Prior to this, Navin spent 15 years in the industry working in global run-the-bank and change-the-bank roles for Credit Suisse, RBS, Commerzbank and JP Morgan across Front Office, CRO and Operations. Navin is a member of the Professional Risk Managers Association and sits on the London Chapter Steering Committee. Navin supports the CRO community via mentoring of risk professionals and the organisation of risk, regulatory &leadership events.
A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.
Who should attend?
Those in capital markets, risk, and finance functions; or otherwise engaged with the Libor transition. For instance:
· Risk Managers
· Project Managers
· C-level Officers
- Why Choose GFMI marcus evans?
marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.
Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.
- Voice of Our Customers
- “Easy going discussions. Lots of points to develop different strategies” Pernod Ricard
- “The use of online mini-games and simulations was very engaging. I have enjoyed the interaction with the rest of the learners in the sessions” European Central Bank
- “Really good content and discussions, moderated in an outstanding way.” Scandia
- “Great opportunity to get a huge amount of insights, ideas, and experience across industries.” Mondi AG
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- Event Contact
For all enquiries regarding speaking, sponsoring and attending this conference contact:
101 Finsbury Pavement, London, EC2A 1RS
Telephone: 0044 203 002 3172