Building Robust RFR Frameworks Across Valuation, Risk, and Treasury | 2 Day Workshop in Singapore
On 30 September 2024, the final synthetic LIBOR settings were published, bringing an official end to all 35 LIBOR benchmarks. This marks the completion of a historic global reform that shifted financial markets—once anchored to USD 400 trillion of LIBOR-linked contracts—toward robust, transaction-based risk-free rates such as SOFR, SONIA, SARON, TONAR, and €STR.
Although LIBOR has ceased, the transition is not over for many institutions. Organisations across banking, insurance, asset management, and corporate treasury continue to face challenges related to:
- recalibrating valuation models under RFR discounting,
- reassessing hedge accounting and fallback mechanics,
- managing residual legacy exposures,
- updating IRRBB, liquidity, and FTP frameworks,
- meeting evolving supervisory expectations on governance and model risk.
This two-day workshop provides a practical, advanced, and implementation-focused view of the post-LIBOR environment. Participants will learn how to strengthen pricing models, enhance risk management frameworks, redesign hedge relationships, and ensure full compliance with regulatory requirements now that LIBOR has permanently ended.
This programme is designed to help institutions operate confidently in the new RFR landscape, optimise internal processes, and manage ongoing risks arising from the reform.
Key Learning Features
- Understand the full cessation of LIBOR (as of 30 September 2024) and the new global benchmark landscape, including SOFR, SONIA, SARON, TONAR and €STR.
- Learn how to build and apply RFR-based valuation curves using OIS discounting, compounded-in-arrears rates, and term structure methodologies.
- Assess the impact of benchmark reform on hedging strategies, fallback mechanics, ISDA protocols, and hedge accounting effectiveness under IFRS 9 / ASC 815.
- Evaluate the effects of RFRs on IRRBB, liquidity risk, behavioural models, and Funds Transfer Pricing (FTP).
- Strengthen governance, model validation, documentation, and internal controls to meet supervisory expectations in the post-LIBOR era.
- Analyse the implications of RFRs on derivatives valuation, basis risk, and XVA components across portfolios.
- Develop a practical, institution-wide action plan to address post-transition gaps, optimise frameworks, and ensure long-term compliance and resilience.
Our Global Program Schedule
London | Dubai | Singapore | Zurich | New York City | Sydney | Online
For More Information
For course details, registration, or group bookings, please contact our customer-service team. We’ll gladly assist with your questions and guide you through the enrolment process.
Instructor Bio
The course instructor will be one of our highly experienced
faculty members.
Our Faculty: Expertise That Drives Success
Shasat is proud to have over 30 world-renowned faculty members, each an expert in their respective fields, who share their hands-on implementation experience through our technical and professional development programs.
This workshop is delivered by one of Shasat’s distinguished faculty members, a globally recognised expert in benchmark reform, interest-rate markets, and post-LIBOR transition strategy. With extensive experience advising banks, insurers, corporates, investment firms, and regulators across Europe, North America, the Middle East, and Asia, the instructor has played a key role in helping institutions navigate valuation, risk, hedging, and treasury challenges arising from the move to SOFR, SONIA, SARON, TONAR and €STR. Their expertise spans RFR curve construction, OIS discounting, XVA impacts, IRRBB recalibration, FTP design, fallback mechanics, ISDA protocols, and hedge accounting under IFRS 9 and ASC 815. Drawing on deep market, modelling, and regulatory insight, the instructor provides actionable guidance, analytical tools and real case studies to help participants strengthen post-transition frameworks, enhance governance and model validation, and operate confidently in the new benchmark environment.
Our faculty combine real-world expertise with academic rigour, ensuring every session is interactive, relevant, and outcomes-driven. Participants gain practical tools, case-based insights, and strategic frameworks that can be immediately applied to enhance sustainability reporting and corporate governance within their organisations.
Our Partners
Course Description
- Session 1: Understanding the Post-LIBOR Landscape
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Overview of the permanent cessation of all LIBOR settings and the new benchmark environment
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Key features of SOFR, SONIA, SARON, TONAR, and €STR and how they differ from legacy IBORs
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Market conventions: compounding in arrears, OIS discounting, rate publication, and term structures
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Ongoing challenges for valuation, pricing, and curve construction under RFRs
- Session 2: Valuation, Curves and Model Implications
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Building and interpreting RFR-based yield curves
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Compounded RFR methodologies and impact on discounting
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Basis risk and cross-currency considerations in a multi-RFR world
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Model validation expectations: sensitivity, back-testing, and stress testing
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XVA impacts: CVA, FVA, MVA, and implications for derivative valuations
- Session 3: Hedging, Risk Management and Treasury Frameworks
- Fallback mechanics and operationalisation of ISDA protocols
- Hedge accounting implications under IFRS 9 / ASC 815
- Identifying and managing hedge ineffectiveness in the RFR environment
- IRRBB impacts: EVE/EaR changes, behavioural assumptions, and repricing risks
- FTP recalibration and liquidity risk considerations under new benchmark rates
- Session 4: Governance, Controls and Post-Transition Oversight
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Regulatory expectations for post-transition governance, documentation, and model oversight
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Enhancing internal controls, reporting frameworks, and risk monitoring under RFRs
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Identifying residual legacy exposures and remediation techniques
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Case studies from banks and financial institutions on post-transition challenges and solutions
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Q&A with the instructor to address institution-specific questions and challenges
The course agenda provided herein is the proprietary intellectual property of Shasat. It is intended solely for the use of participants enrolled in the respective course. Any reproduction, distribution, or unauthorized use of this course agenda, in whole or in part, without the explicit written consent of Shasat, is strictly prohibited and may result in legal action.
All rights reserved. ©2026, Shasat
Why you must attend?
This course helps professionals bridge the gap between regulatory expectations and the practical realities of operating in an RFR-based market. Institutions now need teams who understand how alternative benchmark rates affect valuation, hedging, liquidity, accounting, and model governance. This workshop provides that capability by offering clear, actionable techniques that strengthen decision-making, improve analytical accuracy, and reduce operational and model risk.
Participants gain a deeper understanding of how RFRs influence pricing assumptions, curve dynamics, hedge performance, and risk metrics across portfolios. The programme also equips teams to evaluate model outputs, challenge assumptions, interpret regulatory expectations, and design stronger internal controls. With expert-led instruction and real market examples, attendees learn how to identify hidden risks, remediate weaknesses in existing frameworks, and enhance governance across finance, risk, treasury, and audit functions.
Regulators consistently emphasise that firms must demonstrate ongoing oversight and robust post-transition processes. Attending this course ensures your organisation can meet those expectations with confidence—while improving the accuracy, transparency, and resilience of your benchmark-rate frameworks.
Teaching methodology
Our program employs an interactive and comprehensive approach to learning, designed to maximize impact and retention. Our methodology includes:
- Engaging presentations: Our program includes user-friendly slide decks that present the IBOR transition process and related concepts in a clear and concise manner, making the material accessible to all attendees.
- Real-life case studies: We use real-life examples of the impact of the IBOR transition on financial contracts and derivatives, as well as recent market events related to the transition, to provide hands-on experience and bring the material to life, allowing attendees to see the practical application of transition concepts and methodologies.
- Examples and scenarios: We explain the IBOR transition process and related concepts through the use of examples and distinct scenarios, allowing attendees to understand the material in context and apply it to their own organizations.
- Group exercises: Our program includes group exercises designed to illustrate the implementation of transition practices, encouraging collaboration and fostering a deeper understanding of the material.
- Discussion sessions: We hold discussion sessions on best practices, compliance issues, and regional differences in implementation, providing attendees with a well-rounded understanding of the subject matter and allowing them to apply transition practices in their specific context.
- Additional course material: We provide attendees with additional course material and handouts, ensuring they have a comprehensive reference resource to support their learning and implementation of transition practices.
- Open and inclusive atmosphere: We foster an open and inclusive atmosphere that encourages attendees to ask questions and engage in discussion, ensuring a thorough understanding of the material and fostering a community of learning.
By employing this methodology, we aim to provide attendees with a deep understanding of the IBOR transition process and practical tools to implement it in their organizations. Our interactive approach ensures that attendees are actively engaged throughout the program, maximizing their retention of the material.
Who Should Attend?
The IBOR Transition Workshop is designed for anyone who wants to gain a deeper understanding of the IBOR transition process and its impact on the financial markets. This includes professionals from financial and non-financial institutions, risk managers, compliance officers, lawyers, and other professionals who have a stake in the transition. Whether you are working in banking, asset management, insurance, or any other sector of the financial industry, this workshop will provide you with the knowledge and tools you need to prepare for the transition and effectively manage the risks associated with it. Additionally, the workshop is suitable for anyone who wants to stay up-to-date with the latest developments in the transition and gain a competitive edge in the industry.
Feedback
Upon completion of the course, all delegates will receive an evaluation questionnaire aimed at gathering valuable feedback. This feedback is crucial to Shasat’s ongoing commitment to improving the quality of its learning solutions. By analyzing the trends in the responses, we are able to continuously enhance and refine our offerings to meet the evolving needs of our clients.
Venue & other info
Our training programs take place at the most prestigious professional training facilities in the city. Our venues have been meticulously chosen and expertly crafted to deliver an unparalleled and sophisticated learning experience. To further elevate your training journey, we will offer an array of refreshments including gourmet tea/coffee, delectable snacks, and a sumptuous lunch to sustain you throughout the course. Your comfort and satisfaction are of the utmost importance to us. One week before the program begins, you will receive comprehensive joining instructions that include the exact venue details.
Please note that accommodation arrangements are the responsibility of the attendee.
Workshop Delivery (Online Programs)
The workshop will be delivered via the WebEx platform. Upon registration, all participants will receive comprehensive joining instructions for the live workshop. This fully virtual event will encompass a live-streamed presentation, personalized networking opportunities, interactive Q&A sessions, engaging polls, and post-event consultation to address specific concerns and support your continued growth.
In-Person Workshop
Please be advised that for all in-person training programs, joining instructions will be sent via email to registered participants one week prior to the program’s commencement. These instructions will provide comprehensive information regarding the venue location, date, and time, as well as other important details such as parking arrangements, dress code, and any necessary equipment or materials. Kindly ensure that you carefully review the joining instructions and follow the guidelines provided to ensure a smooth and well-organized experience during the program.
Changes to the conference
Shasat reserves the right, at its sole discretion, to make modifications to the format, speakers, participants, content, venue location, program, or any other aspect of the conference, at any time and for any reason, without incurring any liability. This policy has been implemented due to recent events such as the Covid-19 pandemic and other jurisdictional restrictions. These modifications may include but are not limited to, changes necessitated by a Force Majeure Event
We are pleased to offer sponsorship opportunities for our training programs, providing companies with a unique platform to showcase their brand and services to a highly engaged and relevant audience. By becoming a sponsor, your organization will have the opportunity to build brand awareness, demonstrate thought leadership, and cultivate valuable relationships with industry professionals. Our programs offer a platform to reach a targeted audience and generate new business leads while showcasing your expertise. The benefits of sponsorship include increased brand exposure, opportunities to connect with key decision-makers, and a platform to promote your products and services. We invite you to take advantage of this prime opportunity and partner with us to enhance your visibility and impact within the industry.
We kindly request that you carefully review all of the terms and conditions outlined on our website. This information is critical in ensuring a clear understanding of our policies and procedures. Please follow the link provided to access this information.
Discover more about Shasat by exploring our “About Us” page, where you can gain insights into our company’s mission, values, and history, and learn how we can help you achieve your goals.
Payment
Enroll in our program with ease by choosing from our secure online payment options. You can make a payment through our website using PayPal or Stripe, or opt for a bank transfer, demand draft, or cheque payment. Our payment page will provide all necessary options during checkout. If you encounter any issues, our customer service team is here to assist you. Simply reach out to us with your selected course, and we’ll guide you through the payment process.
We kindly request that you take into consideration any associated bank fees when making your course fee payment. To ensure your participation in the program, payment must be received before the course date. Once we have received both payment and a completed registration form, we will confirm your enrollment in the program. Thank you for your understanding and cooperation.
Group discount
Our company is proud to offer a group discount of 15% for organizations or individuals who book a course for 5 or more participants. To take advantage of this offer and receive a personalized group discount code, please reach out to our customer service desk at info@shasat.com. Our team will be delighted to assist you with the booking process and answer any questions you may have. With this group discount, you can invest in the professional development of your team and drive success for your organization. Don’t hesitate to contact us today to learn more.
Upon successful completion of the training course, each participant will receive a certificate of completion that attests to the number of hours spent in training and serves as a valuable representation of their dedication to professional development. The certificate is not only a symbol of their achievement but also serves as proof of continuous professional development (CPD) and demonstrates their commitment to staying current in their field. We believe that CPD is a crucial aspect of career advancement and personal growth, and are proud to provide our participants with this important document.
For further assistance, we invite you to contact our dedicated customer service team. Our experienced and knowledgeable representatives are available to answer any questions you may have and provide the support you need to make informed decisions. We are committed to ensuring that you have a positive experience and are here to help in any way we can. Please don’t hesitate to reach out to us at your convenience.
In-House Training
Enhance your team’s skills and drive success for your business with our custom In-house training program. Our tailored approach aligns with your specific business needs, offering a cost and time-efficient solution for upskilling your employees. This not only improves their productivity but also positions your company as a competitive force in the market. Transform your investment in employee development into tangible results by choosing our In-house training option. To discuss and learn more about our services, please don’t hesitate to contact our training desk. We’re ready to help you create a bespoke program that’s just right for you.
