IBOR and overnight benchmarks are in transition. The legal aspect of the transition has been widely discussed but its quantitative aspect has been neglected; even if it is far reaching. This workshop will review those aspects; including the value transfers; the impact on market risk management; the alternatives; the incoherences between markets; and the many hidden adjustments. The depth of analysis in this workshop will go well beyond what is usually available in official documents.
Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. Fitch Learning is a global leader in training with experience of delivering specialised technical training at all levels to the financial community. Fitch Learning partner with clients to elevate knowledge and skills and enhance conduct.
We work with 9 out of 10 of each of the largest Investment Banks, Asset Managers and Global Banks and through state-of-the-art training centres in London, New York, Hong Kong, Singapore and Dubai, and our leading distance learning portals, we train more than 20,000 delegates each year.
