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.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- Financial modelling, valuation and forecasting
- Treasury products and trading-book management
- Derivatives, market and counterparty risk
- Mergers, acquisitions and transaction models
- Business modelling and scenario design
- Digital wealth and fintech models
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Technology & fintech
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Worked exercises on realistic bank data
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Advisory & Consultancy
A senior bench across risk, treasury and regulation.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.