From IBOR to Risk Free Rates, Japan

Learn how to deal with the implications of the transition to risk-free rates on cash products, the treasury and operations functions and derivatives market.

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From IBOR to Risk Free Rates, Japan

August 3-4, 2020 | 9AM–12:30PM Tokyo (GMT+9)

Book by July 10, 2020 – Save USD 150

View agenda      Register now

Having received exceptional feedback from running this course in 2019, IBOR to Risk Free Rates is coming to Japan to provide attendees with best practice approaches for dealing with the implications of the transition to risk free rates.

Key concerns such as adapting the operations function, defining and modelling rates, accounting for loans and the wider impacts on risk management will all be considered.

Sergey Volkov

Partner – PwC APAC LIBOR Leader

PwC Consulting LLC

Sergey co-leads the PwC Japan's LIBOR and Reference Rate Reform. He is a partner with twenty years of combined industry and consulting financial services experience.

Sergey is a Chartered Financial Analyst (CFA) charterholder and a US Certified Public Accountant (CPA) (Virginia). Sergey is a member of the CFA Institute, and Washington DC Society of Investment Analysts, and a number of industry societies. Sergey is a frequent speaker at large industry conferences. 

PwCコンサルティング合同会社 金融サービス事業部 ファイナンス&リスクチーム ディレクター
20年以上にわたるコンサルティング及びリスク管理の経験を有しており、リスク管理・財務報告を専門領域としている
複数の大手金融機関(本邦およびG-SIBsの本邦拠点)のLIBOR移行プロジェクトを主導
PwCにおいてLIBOR移行アプローチ(契約書修正、顧客アプローチ、影響調査)の検討を主導
欧州・米州・アジアの主要金融機関対するリスク・ファイナンスに係る改革プロジェクトを主導
数多くのデータ・アナリティクスの改革プロジェクトを主導
PwC Global Reference Rate Reform networkメンバー

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Tetsuya Adachi

Financial Services Partner

PwC Consulting LLC.

•Tetsuya Adachi, a Partner at PwC consulting, Financial Services, has more than 25 years of experience in financial markets and regulatory practices. His expertise covers wide range of  Market & Risk/Regulatory subjects including derivative pricing after the global financial crisis, Market & Counterparty risk, CVA/XVA pricing & risk management, stress-testing & risk appetite framework, accounting practices for IFRS 9/13, etc.
•He has developed many quantitative trading models/methodologies for proprietary trading positions (equity spot & derivatives) as a quant specialist at a major US investment bank.
•He engaged in many research works regarding systemic risk/ XVA / capital costs at the institute of monetary and economics studies at the Bank of Japan and published many research papers.
•Before joining PwC, he worked for Financial Services Agency of Japan (JFSA) and he was in charge of reviewing internal risk models of Japanese major banks.  He supervised Japanese major banks for introducing market-based CVA on pricing/accounting practices.
•Ph.D. (Econometrics and Statistics, University of Minnesota - TwinCities),  CPA (Japan)
Ryuichi Nagano

Parter

PricewaterhouseCoopers Arata LLC

Ryuichi is a partner with PwC Japan financial services assurance practice and co-leads the PwC Japan's LIBOR and Reference Rate Reform. Ryuichi leads several projects for Japanese clients to respond to LIBOR transition, provides risk, regulatory and accounting (Japanese GAAP, IFRS and US GAAP) advisory services mainly to large Japanese Financial Institutions. Ryuichi has provided audit and advisory services to Japanese and non-Japanese financial institutions for over 25 years. Ryuichi is a Japanese Certified Public Accountant (CPA).

PwCあらた有限責任監査法人 パートナー 公認会計士
PwC JapanにおいてLIBOR移行プロジェクトをリードするとともに、主として大手金融機関向けに、財務会計、金融規制、リスク管理関連プロジェクト支援業務を担当している。

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Osamu Tsuchiya

Principal

Simplex Inc.

Osamu Tsuchiya is a Quantitative Analyst at Simplex Inc. He has worked for Dresdner Kleinwort and Citigroup as a rates and hybrid derivatives quant analyst. He has also worked for XVA modeling.

Additionally, he has experience working as a  financial risk management consultant for Ernst and Young.

Before moving to finance, Osamu worked in the field of mathematical physics. He holds a PhD in Theoretical and Mathematical Physics from The University of Tokyo. His book "The Practical Approach to XVA: The Evolution of Derivatives Valuation After the Financial Crisis" will be published this year.

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What will you learn?
  • Global IBOR to RFR context and progress so far
  • About the benchmark options, similarities and differences to global markets
  • Practical ways to deal with the transition
  • How to manage the impact on risk management and risk control
  • Tax insights, legal issues and other accounting implications 
  • Technology impacts and operating model challenges
  • What to look out for in 2020
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Who should attend?

This course has been designed for anyone in financial services who is working in, and affected by the transition to risk free rates. Relevant departments may include but are not limited to:

  • Financial markets
  • Regulation
  • Counterparties
  • Treasury
  • Risk managers
  • Derivatives
  • Market infrastructure and policy 
  • Ibor transition
  • Benchmark and control
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