IBOR Reform and LIBOR Transition Masterclass
Working command of the move from IBORs to risk-free rates — spread adjustments, term rates, legacy migration and the repricing that follows across products.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Interest rate benchmarks sit under almost every financial contract, and the retirement of LIBOR forced institutions to re-negotiate commitments, re-plumb systems and re-think how funding, trading books and risk are managed. This masterclass gives participants working command of the alphabet of reference rates — from IBORs to risk-free rates such as SOFR — and the mechanics that make transition hard: spread adjustments, term-rate construction and the migration of legacy deals. The cohort works through the effect on the derivative markets and interest rate option products, corporate lending linked to the new RFRs, accounting implications, conduct and operational risk frameworks, and the project management that separates orderly transitions from expensive ones.
What you will do
Who attends
- Risk, credit trading and fixed income teams
- Corporate treasurers
- Finance and accounting professionals
- IT teams supporting the rate transition
Programme agenda
Built for the decisions no textbook prepares you for
I.Benchmarks and the case for reform
- LIBOR components and current usage
- IBORs versus alternative reference rates
- Transition timelines and best practice
II.Rates mechanics
- Spread adjustments and term rates
- SOFR as a replacement rate and its alternatives
- Impact on funding, trading books and risk management
III.Products and portfolios
- Derivatives referencing new RFRs
- Corporate lending linked to the new RFRs
- Interest rate option products
- Migrating legacy IBOR deals
IV.Running the programme
- Accounting implications of the transition
- Conduct and operational risk frameworks
- Transition project management and keys to success
Frequently asked
Is IBOR reform training still relevant now that LIBOR has been retired?
Yes — the repricing that follows the transition works through funding, trading books and risk management long after the benchmark itself retires. The masterclass covers spread adjustments, term-rate construction, migrating legacy IBOR deals, derivatives and corporate lending referencing the new risk-free rates, and the accounting, conduct and operational risk consequences.
Who should attend this masterclass?
Risk, credit trading and fixed income teams, corporate treasurers, finance and accounting professionals, and IT teams supporting the rate transition. The programme pairs rates mechanics with the project management that separates orderly transitions from expensive ones.
How is the programme delivered?
BIZENIUS delivers the masterclass in English and French, and an in-house edition can be tailored to your product set and legacy book. Sessions run on a rolling calendar with dates confirmed on request; fees and quotations are provided on enquiry.
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One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.