IBOR Europe

Reviewing the latest trends and challenges surrounding LIBOR transition and the adoption of alternative reference rates

IBOR EUROPE

5 November, 2019 | London

CURRENT UPDATE
Reviewing transition progress and future outcomes

RISK FREE RATES
Adoption of new reference rates and risk free rates replacing LIBOR

GLOBAL VARIATIONS
Reviewing requirements across jurisdictions and impact on global institutions margin

TERM RATES
Global variations transitioning to term rates from overnight rates

COMMUNICATION
Proactive engagement of stakeholders

CONDUCT RISK
Limiting conduct risk and ensuring customer satisfaction and knowledge

LIQUIDITY
Impact on liquidity in markets under alternative reference rates

SYSTEM SET UP
Developing transition plans to ensure operational readiness

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Alan Farrell
Executive Director, Corporate Treasury, LIBOR Transition
Goldman Sachs

Ian Fox

Ian Fox
Group IBOR Transition Director
Lloyds Banking Group

emiliano

Emiliano Papa
Director, Quantitative Analyst
Deutsche Bank

Sandeep-Bhorkar-120x120

Sandeep Bhorkar
Director, IBOR transition
Société Générale

Vinaey

Vinay Reddy
Director, Legal
Barclays

Phil Lloyd
Head of Market Structure & Regulatory Customer Engagement
NatWest Markets

Cross, Sebastien

Sebastien Cross
UK Rates Strategist
Bank of America

Ilaria

Ilaria Filippi
Director, Legal Counsel
SMBC

Liz

Elizabeth McGowan
LIBOR Transition Office, International Lead
Wells Fargo

Lena Katarina Young 0BT_6195

Lena Young
Head of Audit Liquidity
and Funding
Credit Suisse

Why attend?

The announcement of a global phase out of LIBOR will begin to impact financial institutions as they move towards a final transition ahead of 2021, with impacts and potential consequences remaining uncertain. The transition to alternative rates raises a number of questions and poses a number of hurdles in terms of infrastructure and re-documentation. Although the discontinuation of use of IBORs presses ahead, what the final rate looks like globally remains uncertain as disparities emerge in alternatives, questions remain in terms of the impact of the change on financial institutions, treatment of current contracts, impact to clients and impact to liquidity, markets and funding to highlight just a few.

The Center for Financial Professionals brings together experts from across the industry leading the drive to define transition terms and minimise impact on markets. This one day Forum will explore some of the key areas for consideration and progress towards a final reference rate that can be adopted across the industry. Just some of the key topics to be addressed include; System setup, Liquidity in markets, Conduct risk, Communication, Term and risk free rates, Global regulation and much more!

Sponsorship

Can your organisation contribute? Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact sales@cefpro.com or call us on +44 (0) 20 7164 6582 where a member of the team will be happy to tailor the right package for you.

08:00 Registration and morning coffee

08:50 Chair’s opening remarks

CURRENT UPDATE – PANEL DISCUSSION
09:00 Exploring current issues and events which have developed around LIBOR transition and anticipated future outcomes

  • ISDA Protocol
  • Accounting rules
  • Progress on legislation to enable transition and progress
  • Term Rate use case in the UK
  • Programme governance & project management
  • Future outlook

Nabonita Banerjee, EMEA Programme Lead, IBOR Transition, EBR, Nomura
Ian Fox, Group IBOR Transition Director, Lloyds Banking Group
Vinay Reddy, Director, Legal, Barclays
Daniel Wynne, IBOR Transition SME, National Australia Bank

REGULATORY OVERVIEW
09:40 Understanding the full scope of regulatory involvement in transition and how firms will be judged on their activities

  • Local and global regulators
    • Regulators pressure to start issuing in new ARRs
  • Gaining clarity on supervisory involvement
  • What will be deemed successful or inefficient?
  • Updates on Term rates and ISDA protocol
  • Understanding regulatory priorities
  • Will firms be audited?
  • Pre-cessation trigger – How is representativeness measured?
  • Is LIBOR a market driven or a regulatory driven standard?
  • Managing multiple regulatory programmes – FRTB, IRRBB, CRD5, BCBS239

Navin Rauniar, CMB LIBOR Transition LeadHSBC

10:15 Morning refreshment break and networking

RISK FREE RATES
10:45 Investigating the pace of adoption and characteristics of risk-free rates and how the industry is being impacted by the transformation

  • Characteristics of different RFRs vs. IBORs
  • Pace of adoption across SONIA, SOFR and €STR
    • Swaps, futures, loans and debt issuance
  • Development of term RFRs
  • Corporates and buy side transition
  • Managing risk to the organisation and volatility in rates

Sebastien Cross, UK Rates Strategist, Bank of America

11:20 Reviewing modelling frameworks for risk free rates replacing LIBOR

  • Assumptions, definitions, construction of the Risk-free Rate curves
  • The dynamics of Term Rates constructed from Risk-Free daily Rates
  • Pricing of futures and swaps
  • Modification introduced on the LIBOR Market Model
  • Extension to Cross-currency interest rate models

Emiliano Papa, Director, Quantitative Analyst, Deutsche Bank

INTERNATIONAL VARIATIONS – PANEL DISCUSSION
11:55 Reviewing rate options, fall back language and pace of adoption across the major currencies and the ability to work across multiple jurisdictions

  • EU, US, UK, Switzerland, Japan – Differences in the choice and use of ARRs, development of Term ARRs
  • Cross currency/ multicurrency product management
    • Variations in rate behaviour
    • Transitioning and timelines
  • Altering product offerings based on region
  • Changes to pricing
  • Triggers of when LIBOR will end
  • Global alignment and consistency – Fallback language, ISDA protocol, (pre)cessation triggers

Phil Lloyd, Head of Market Structure & Regulatory Customer Engagement, NatWest Markets
Ilaria Filippi, Director, Legal Counsel, SMBC
Alaistair Sharp, Head of Short Term Interest Rate Trading London, Credit Suisse
Elizabeth McGowan, LIBOR Transition Office, International Lead, Wells Fargo

12:35 Lunch break and networking

TERM RATES
1:35 Examining global variations and challenges of transitioning from overnight rates to term rates

  • Differences in LIBOR / IBOR vs ARRs
  • Adoption of term rates
    • US, UK, Europe and Japan forward looking term rates development
    • Switzerland – compounded in arrears
  • Differences in current rates vs new rates
  • Calculating the spread component – Credit premium
  • Other options to consider
  • Using term rates for a niche portion of the cash market
  • Test and representativeness

Steve Bullock, Head of Benchmark Submission & Supervision, Lloyds Banking Group

DOCUMENTATION
2:10 Addressing the core challenges in fall back language and re-papering contracts and documentation ahead of transition

  • Internal organisation to facilitate mass re-papering
    • Creating an inventory of effected contracts
  • Identifying headline and embedded exposures
  • Timing of when to input new fall back language
    • Impact during input vs after transition
  • Dedicating more time to certain customers/contracts – Syndications
  • Resources – Legal and operational support
  • Tools – Availability, capability, cost, implementation time etc.
  • AI and machine learning to review documentation

COMMUNICATION
2:45 Discussing proactive engagement and education campaigns for customers, clients, corporates and internal teams

  • Understanding new products offerings before launching communication strategy
  • Getting staff up to speed on the key questions
  • Explaining differences in new ARRs vs LIBOR
  • Adapting education based on the audience
  • Promoting the new ARRs make business sense and are the best option for customers
  • Spreading international awareness
  • Using engagement and education to reduce conduct risk

Phil Lloyd, Head of Market Structure & Regulatory Customer Engagement, NatWest Markets

3:20 Afternoon refreshment break and networking

CONDUCT RISK
3:50 Highlighting how firms can limit conduct risk and ensure customers/clients are satisfied with levels of interaction and knowledge

  • Transitioning without disrupting the business
  • Ensuring less sophisticated firms and customers are not disadvantaged by transition
  • Legal risk – Miss-selling products, not honouring contracts, moving clients onto new products
  • Valuation change – Monitoring firms who are incentivised by the process
  • Risk of lawsuits and legal campaigns
  • Demonstrating control to the regulators
  • Additional considerations on reputational, operational and market risk

LIQUIDITY
4:25 Exploring current liquidity in markets and the anticipated developments with the introduction of alternative reference rates

  • Liquidity trends in SOFR, SONIA and ESTER
  • Building confidence in the market and new reference rates
  • Encouragement of trading to develop liquidity
  • Taking risk and entering into transactions
    • Risk of paying too much or moving onto an unconfirmed rate
  • Impacts on pricing
  • Managing volatility
  • Will liquidity growth be significant enough to support markets post 2021 and LIBOR cessation?

Alan Farrell, Executive Director, Corporate Treasury, LIBOR Transition,  Goldman Sachs

SYSTEMS & SET-UP – PANEL DISCUSSION
5:00 Understanding how firms can develop internal transition plans, systems and modelling to ensure they are operationally ready

  • Dividing the business into dependencies and exposure
  • Parallel runs – Impact on RWAs and reporting
  • Designing a strong governance programme
  • Models which work across multiple rates, jurisdictions and assumptions
  • Systems to accommodate transition – Legacy systems, calculations and manual overlays
  • Systems provided by third parties and vendors
  • Resource management – Budgets and bearing the cost of transition

Lena Young, Head of Audit Liquidity and Funding, Credit Suisse
Sandeep Bhorkar, Director, IBOR Transition, Société Générale
Doug Laurie, Director, Programme Lead, Wholesale Lending Technology and Change, Barclays
Chris Palmer, Managing Director, Finance & Business Management, Global Lead of Firmwide LIBOR Transition Program, JP Morgan

5:40 Chair’s Closing Remarks

5:50 End of Forum

Nabonita
Nabonita Banerjee, EMEA Programme Lead, IBOR Transition, EBR, Nomura

Nabonita leads the LIBOR and other IBOR transition programmes along with implementation of European Benchmark Regulation at Nomura. She was one of the key pen holders of Nomura’s response to the Bank of England’s 2018   Dear CEO letter on LIBOR transition. Nabonita is Nomura’s representative on the AFME IBOR Transition Working Group and also represent at various industry forums and is also responsible for implementation of all aspects of European Benchmark regulations for Nomura both as an user and as an administrator.

Sandeep Bhorkar
Sandeep Bhorkar, Director, IBOR transition, Société Générale

Sandeep is a senior technology leader with over 25 years of experience in managing technology and enterprise-wide transformation programmes for banking sector.
Currently, he is leading IBOR transition for Capital Markets business at Société Générale. Before Société Générale, he worked with Crédit Agricole, where he managed regional technology teams and built a global outsourcing programme.
Prior to his transfer to London three years ago, Sandeep has led teams with diverse cultural backgrounds in a variety of senior leadership roles in Tokyo and Hong Kong.

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Steve Bullock, Head of Benchmark Submission & Supervision, Lloyds Banking Group

Steve currently heads up the Lloyds Bank Group Corporate Treasury Benchmark Submission & Supervision team which has a primary focus on LIBOR submissions and oversight of other benchmark activities. Lloyds are a contributor to CHF, EUR, GBP, JPY and USD LIBOR he is also playing an active role in Lloyds Banking Groups wider IBOR transition program.

Cross, Sebastien
Sebastien Cross, UK Rates Strategist, Bank of America

Sebastien Cross is the UK rates strategist for Bank of America Merrill Lynch. He covers both the cash and derivatives markets in GBP rates as part of the European Rates Research team at BofAML. He is also heavily involved in BofAML’s research coverage of IBOR transition, writing regular updates on the progress made in transitioning to risk-free rates. His other regular research reports include contributions to BofAML’s flagship rates research publication the Global Rates Weekly, UK Watches and Viewpoints. He has an MSc in Finance & Economics from Warwick Business School and a BA in Economics from the University of Sheffield. He is based in London.

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Alan Farrell, Executive Director, Corporate Treasury, LIBOR Transition, Goldman Sachs

Alan Farrell will be presenting at the IBOR Europe Forum.

Ilaria
ILaria Filippi, Director, legal counsel, SMBC

Ilaria is Legal Counsel at SMBC where she provides advice to the bank on the application of relevant laws and regulations, including competition law, financial benchmarks (including LIBOR discontinuation and transitioning to risk free rates), data protection and cross border marketing and licensing rules, in particular in relation to regulatory matters applicable to financial services, litigation and multi-jurisdictional investigations.

Prior to joining SMBC, Ilaria worked in private practice in London as a competition lawyer, where she was involved in advising clients on all aspects of EU and UK competition law, including M&A transactions, regulatory investigations and litigation before the EU and UK courts.

Ilaria holds a business and economics degree. She is and English qualified solicitor and a US attorney (State of Texas).

Ian Fox
Ian Fox, Group IBOR Transition Director, Lloyds Banking Group

Ian has over 30 years Treasury experience, most recently having been responsible for funding and liquidity for Lloyds Banking Group since its creation in 2009. He is now responsible for leading the group-wide programme to achieve transition from IBORs to Risk-Free Rates.

Ian is a member of the Working Group on Sterling Risk-Free Reference Rates and co-chair of the Term Rate Use Case Task Force. He is also Deputy Chairman of the London Money Market Association.

Doug Laurie
Doug Laurie, Director, Programme Lead, Wholesale Lending Technology and Change, Barclays

Doug Laurie will be presenting at the IBOR Europe Forum.

Phil Lloyd
Phil Lloyd, Head of Market Structure & Regulatory Customer Engagement, NatWest Markets

Phil leads NatWest Markets’ customer engagement on external Market Structure and Regulatory Reforms, an everdynamic area given that industry developments are accelerating rather than drawing breath. Engaging all types of customers across multiple asset classes and regions globally, Phil has a wealth of knowledge when it comes toNatWest Markets’ business, having joined the Markets Graduate Programme many years ago following completionof his Masters in Economics. His breadth of experience, given previous roles in Sales, Account Planning and Strategy, has been invaluable in providing him with the basis on which he has built a well-rounded approach to regulatory change.

In recent years, he has taken the lead in implementing many key post-crisis regulatory reforms, including Dodd- Frank, EMIR and MiFID II. Most recently Phil has been leading the client engagement strategy for Brexit and IBOR reform and is an active member of the Risk-Free Rates (RFRs) forums that are shaping this pivotal market reform.

Liz
Elizabeth McGowan, LIBOR Transition Office, International Lead, Wells Fargo

Structured finance professional with over 18 years’ industry experience, holding a degree in mathematics. Currently working in Wells Fargo’s LIBOR Transition Office as the International Lead. Previously held a Director position in the Loan Syndications and Risk Distribution department of the Corporate & Investment Bank in Wells Fargo Bank London branch, providing both secured and unsecured financing to international clients.

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Penny Miller, Financial Services Partner, Simmons & Simmons

Penny Miller will be presenting at the IBOR Europe Forum.

O014988_Christopher Palmer_esource
Chris Palmer, Managing Director, Finance & Business Management, Global Lead of Firmwide LIBOR Transition Program, JP Morgan

Chris has over 20 years banking experience across 3 continents focusing primarily on project implementation across the Markets and Controls area.

Chris began his investment Banking career in Operational Risk before running the Commodities Middle Office, including managing the expansion into Asia where he was located for 4 years.

Chris also leads the implementation of Front Office Supervision programs across the Corporate and Investment Bank at JP Morgan and is currently leading the LIBOR Transition Program Firmwide.

emiliano
Emiliano Papa, Director, Quantitative Analyst, Deutsche Bank

Emiliano moved to Deutsche Bank from Bank of America where he was a quant in Rates for 5 years. Emiliano graduated with PhD in Theoretical Physics from Oxford University. He then became a Lecturer at the University of Texas at Austin in Theoretical Physics. He was also a Visiting Scholar at California Institute of Technology.

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Navin Rauniar, CMB LIBOR Transition LeadHSBC

Navin Rauniar will be presenting at the IBOR Europe Forum.

Vinaey
Vinay Reddy, Director, Legal, Barclays

Vinay Reddy is a Director in the Markets Legal division of Barclays. His areas of coverage include various trading and structuring business lines, governance considerations, regulatory reform and Benchmarks. Mr. Reddy has headed the legal coverage of Barclays Risk Analytics and Index Solutions (BRAIS) before it was acquired by Bloomberg and was also involved in the set up of the new administration division in Barclays, Barclays Index Administration. He is a member of the Administration Oversight Forum in Barclays and has been heavily involved in the implementation of the EU Benchmarks Regulation (Regulation) within Barclays. He is also an active participant in industry discussions on Benchmarks. He has also spoken on the Regulation at ISDA’s symposium on Financial Benchmarks held in June 2017. Prior to joining Barclays, Mr. Reddy has worked at Clifford Chance and Paul Hastings respectively with a focus on general finance matters. Mr Reddy completed his undergraduate law degree at the National Law School of India University and Masters degrees focusing on business law at the University of Oxford and the University of Michigan respectively. Mr. Reddy is the recipient of a Chevening scholarship and a Grotius fellowship.

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Alaistair Sharp, Head of Short Term Interest Rate Trading London Credit Suisse

Alaistair started market making Sonia OIS in March 1998, a year after the index was introduced. He has seen the market develop from a niche product with very low liquidity and highly volatile prices, to a mainstream benchmark, with the advent of FRA/OIS trading post Libor blowout in 2007, and finally to the principal benchmark chosen for LIBOR transition. He has also seen the repo equivalent index, Ronia, launch in June 2011 and its subsequent failure to gain traction in financial markets. He participated in the deliberations of the working groups that choose Sonia as the Sterling RFR and made recommendations for Term Sonia Reference Rates and chaired the sub working group on Sonia Futures design specifications.

Dan Wynne Photo 2
Daniel Wynne, IBOR Transition SME, National Australia Bank

Daniel is the SME to National Australia Bank’s Benchmark Reform Project. Based in the UK branch he is focused on ensuring compliance with EU BMR and providing guidance on new RFR product development and monitoring industry trends.

Prior to working at NAB, Daniel has worked on a number of regulatory projects across the markets business at large financial institutions and previously ran an interest rate derivative structuring and trading desk.

 

Lena Katarina Young 0BT_6195
Lena Young, Head of Audit Liquidity and Funding, Credit Suisse

Lena is Head of Audit Liquidity and Funding at Credit Suisse since June 2015, covering liquidity and funding across both the 1st LoD and 2nd LoD. Prior to CS, she was Global Head of Liquidity Reporting and Analytics in Barclays Group Treasury, responsible for all liquidity regulatory reporting to the PRA and global MI reporting, and European Head of Treasury Capital Markets at Morgan Stanley.  Lena holds a degree in Economics from Stockholm School of Economics, majoring in Financial Economics and Econometrics.

2019 Co-Sponsors:

Accenture


Accenture is a leading global professional services company, providing a broad range of services and solutions in strategy, consulting, digital, technology and operations. Combining unmatched experience and specialized skills across more than 40 industries and all business functions—underpinned by the world’s largest delivery network—Accenture works at the intersection of business and technology to help clients improve their performance and create sustainable value for their stakeholders. With 482,000 people serving clients in more than 120 countries, Accenture drives innovation to improve the way the world works and lives. Visit us at www.accenture.com.

Simmons & Simmons


Simmons & Simmons is a leading international law firm with fully integrated teams working through offices in Europe, the Middle East and Asia. Our client base includes a significant number of the current FTSE 100 and Fortune Global 500 companies and we advise the top 10 investment banks, many of the world’s largest financial conglomerates and more than half of the top 50 European hedge fund managers. Our philosophy for international growth has been guided by the needs of our clients – to build practices around local lawyers who understand the culture, business and languages of the countries and regions in which we operate. We have developed a closely knit and cohesive network of lawyers who address local legal issues and business needs as part of a global service. For more information, please visit the Simmons & Simmons website.

Can your organisation contribute? Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact sales@cefpro.com or call us on +44 (0) 20 7164 6582 where a member of the team will be happy to tailor the right package for you.

Find our IBOR thought-leadership articles here. These articles feed from our much larger Risk Insights section on our website, which provides you with thought-leadership, white papers, articles and more across risk and regulation.

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Making fairness an intrinsic part of AI for financial services

By Sray Agarwal, Specialist – Data Science & AI, Publicis Sapient
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Linking risk appetites to decision making

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Exploring the uses of AI and machine learning technology in operational risk

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Director of Operational Risk at Mizuho Americas discusses universal language, taxonomies and data sharing

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“We are pleased to announce that our courses have been independently evaluated for Continuing Professional Development purposes by The CPD Certification Service. This means our courses comply with universally accepted principles of Continual Professional Development (CPD) and have been structured to meet the criteria of personal development plans”.

Can I present at the IBOR Europe Forum?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the IBOR Europe Forum. For further information on this please contact shannon.harris@cefpro.com or call us on +44 (0) 20 7164 6582.

Are there any rules on the dress code?

Business attire is requested. The Forum is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the Forum, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of the day, full access to the sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

Where can I find the Forum documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Forum* We will work with our presenters to include as many presentations as possible on our Risk Insights App during the Forum. *Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.

Will breakfast, lunch and refreshment be provided?

Yes. As with all of our events the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Forum, such as

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the day (Subject to confirmation)
  • Q&A, panel discussions and audience participation technology available through the Risk Insights App
I have several colleagues that would like to attend, is there a group discount?

Certainly! We are pleased to offer you a 50% discount on the third registration or provide a fifth registration for free. If you would like to register more than five colleagues please contact us on +44 (0) 20 7164 6582 Please note:

  • Registrations must be made at the same time
  • Registrations must come from the organisation
  • The lowest registration will be discounted
Are there opportunities to share my thought-leadership at the IBOR Europe Forum?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of IBOR Europe 2019 Forum and our wider risk professionals community. At the event We can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Forum. Visit the Sponsor tab for further information or contact sales@cefpro.com / +44 (0) 207 164 6582. Risk Insights Feature your content on our Risk Insights website and supporting Risk Insights monthly newsletter. For further information please download our media pack here.

Are media partnerships available for the IBOR Europe Forum?

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Representing a financial institution (E.g. Bank, Insurance company, Asset Manager, Regulator)

Super Early Bird
Register by 4 October

£599
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Early Bird
Register by 25 October
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Standard Rate
Registrations after 25 October
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Representing an information/service provider (E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

Super Early Bird
Register by 4 October

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SAVE £500

Early Bird
Register by 25 October
£1,099
SAVE £300

Standard Rate
Registrations after 25 October
£1,399

*All rates subject to CeFPro’s terms and conditions and UK VAT, currently at 20 per cent

Group Bookings:

Group rates are available for 3 or more attendees from the same organisation, when registering at the same time. The current rate allows every third colleague to come along for half price or a fifth colleague to attend for free!

Other Ways to Register

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Simply email us with your e-signature
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2019 Co-Sponsors:

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