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Envelope-to: caut@saraya.world
Delivery-date: Tue, 13 Jun 2023 20:02:35 +0800
Subject: The new RFR rates which replace LIBOR, and the likely future for
 other IBOR rates
Message-ID:
 <gfCm-7iwYOVTPW-3zyl-1uyMR6QJivzQYFv4fe@email.marcusevansonline.com>
Reply-To: Anqi Cao <anqic@marcusevansonline.com>
To: caut@saraya.world
From: Anqi Cao <anqic@marcusevansonline.com>
Date: Tue, 13 Jun 2023 13:01:46 +0100
MIME-Version: 1.0
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In-House Training Solution: Interest Rate Hedging

Hi Alex,

Analysing interest rate risk and moving towards hedging it means determinin=
g what it is you are looking to protect against; is it changes in the marke=
t valuation of assets and liabilities, or is it reducing uncertainty in cas=
h flow and interest income/expense?

Once we have determined methods for defining both aspects of this risk, thi=
s 12-hour in-house training programme will explore the hedging choices avai=
lable, the pros/cons of each, and the management of interest rate hedges ov=
er their lifecycle including the calculation of break costs.

It also addresses the disappearance of LIBOR and introduces the new replace=
ment RFR rates being used, including interest calculation, and dealing with=
 legacy LIBOR trades.

*Targeting a group of 5+ delegates, Our bespoke in-house training programme=
 provides the option of customising the course content around your training=
 requirements and delivering virtually or face to face at your office on da=
tes and times mutually agreed upon on.

DOWNLOAD THE AGENDA
[ https://email.marcusevansonline.com/c/13I5k31ETb5DuZcrfyR79wQoww1rG ]

KEY TAKEAWAYS:

By organising this practical and interactive in-house training programme fo=
r your group of minimum 5 attendees, they will leaving understanding:

The different ways of defining and measuring interest rate risk

How an interest rate hedge behaves over time including the evolution of bre=
ak costs

The approaches adopted by various real companies in hedging interest rate r=
isk

REQUEST MORE RELEVANT INFORMATION
[ AnqiC@marcusevansuk.com?subject=3DRequest%20Proposal%3A%20IR%20Hedging%20=
EU%201s ]

Please email me for more information including the pricing and booking deta=
ils as well as customisation and participant numbers.

Anqi Cao

Senior Marketing Executive

Financial Training Division

marcusevans

St Magnus House, 3 Lower Thames Street

London, EC3R 6HE

T: +44 203 0023257

E: AnqiC@marcusevansuk.com

Marcus Evans In-house solutions:

The Marcus Evans financial training division is a market-leading provider o=
f practical and interactive training courses, tailored to the specific requ=
irements of industry practitioners from the financial sector.

We have been delivering high-quality courses for over 20 years to major fin=
ancial institutions including JPMorgan Chase, Morgan Stanley, Bank of Ameri=
ca, Citigroup, Goldman Sachs, and Barclays among many more.

Update Your Preferences https://email.marcusevansonline.com/k/13ecZ6jiFtL2D=
QEK5rWfT0MVBE

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<tr>
<td style=3D"background-color: #537d8d; border-radius: 5px; padding: 30px 6=
0px;">
In-House Training Solution: Interest Rate Hedging
</td>
</tr>
<tr>
<td style=3D"border-radius: 5px; padding: 30px 60px;">
Hi&nbsp;Alex,
Analysing interest rate =
risk and moving towards hedging it means determining what it is you are loo=
king to protect against; is it changes in the market valuation of assets an=
d liabilities, or is it reducing uncertainty in cash flow and interest inco=
me/expense?
</td>
</tr>
<tr>
<td style=3D"background-color: #eff4f5; border-radius: 5px; padding: 30px 6=
0px;">
Once we have determined =
methods for defining both aspects of this risk, this 12-hour in-house train=
ing programme will explore the hedging choices available, the pros/cons of =
each, and the management of interest rate hedges over their lifecycle inclu=
ding the calculation of break costs.&nbsp;
It al=
so&nbsp;addresses the disappearance of LIBOR and introduces the new replace=
ment RFR rates being used, including interest calculation, and dealing with=
 legacy LIBOR trades.&nbsp;
</td>
</tr>
<tr>
<td style=3D"border-radius: 5px; padding: 30px 60px;">
=
*Targeting a group of 5+ delegates,&nbsp;</fo=
nt>Our bespoke in-house training programme provides the option of customisi=
ng the course&nbsp; content around your training requirements and deliverin=
g virtually or face to face at your office on dates and times mutually agre=
ed upon on.
</td>
</tr>
<tr>
<td style=3D"padding: 0px;">
<table align=3D"center" border=3D"0" cellspacing=3D"20" width=3D"350">

<tr>
<td style=3D"width: 50%; border-radius: 25px; height: 50px; text-align: cen=
ter; border-color: #537d8d; border-width: 5px; border-style: solid;" align=
=3D"center"><a style=3D"text-decoration: none;" href=3D"https://email.marcu=
sevansonline.com/c/13I5kwGeX3N1RIOSKmxcjvRPkOPez"><=
b>DOWNLOAD THE AGENDA</font=
></a></td>
</tr>

</table>
</td>
</tr>
<tr>
<td style=3D"padding: 10px 60px; background-color: #ff7f49;">
KEY TAKEAWAYS:
</td>
</tr>
<tr>
<td style=3D"height: 20px; padding: 0px;"></td>
</tr>
<tr>
<td style=3D"border-radius: 5px; padding: 30px 60px;">
By organising this pract=
ical and interactive in-house training programme for your group of minimum =
5 attendees,&nbsp;they will leaving understanding:
<div class=3D"OutlineElement Ltr BCX8 SCXW126655313" style=3D"line-height:=
 23px; letter-spacing: 0.5px;">
<table border=3D"0" width=3D"100%">

<tr>
<td>
<ul>
<li>The different ways of d=
efining and measuring interest rate risk</li>
</ul>
</td>
</tr>
<tr>
<td>
<ul>
<li>How an interest rate he=
dge behaves over time including the evolution of break costs</li>
</ul>
</td>
</tr>
<tr>
<td>
<ul>
<li>The approaches adopted =
by various real companies in hedging interest rate risk&nbsp;</li>
</ul>
</td>
</tr>

</table>
</div>
</td>
</tr>
<tr>
<td style=3D"padding: 0px;">
<table align=3D"center" border=3D"0" cellspacing=3D"20" width=3D"350">

<tr>
<td style=3D"width: 50%; border-radius: 25px; height: 50px; text-align: cen=
ter; border-color: #537d8d; border-width: 5px; border-style: solid;" align=
=3D"center">&nbsp;<a style=3D"color: #ff7f49; text-decoration: none;" href=3D"mai=
lto:AnqiC@marcusevansuk.com?subject=3DRequest%20Proposal%3A%20IR%20Hedging%=
20EU%201s">REQUEST MORE RELEVANT INFORMATION</a></td>
</tr>

</table>
Please email me for more information including the p=
ricing and booking details as well as customisation and participant numbers=
.
<span class=3D"x_ContentPasted0" style=3D"bo=
rder: 0px; font-style: inherit; font-variant: inherit; font-weight: inherit=
; font-stretch: inherit; font-size: 9.5pt; line-height: inherit; font-famil=
y: Verdana, sans-serif; margin: 0px; padding: 0px; vertical-align: baseline=
; color: gray;" lang=3D"EN-GB">Anqi Cao
<span class=3D"x_ContentPasted0" style=3D"borde=
r: 0px; font-style: inherit; font-variant: inherit; font-weight: inherit; f=
ont-stretch: inherit; font-size: 9.5pt; line-height: inherit; font-family: =
Verdana, sans-serif; margin: 0px; padding: 0px; vertical-align: baseline; c=
olor: #595959;" lang=3D"EN-GB">Senior Marketing Executive
<span class=3D"x_ContentPasted0" style=3D"borde=
r: 0px; font-style: inherit; font-variant: inherit; font-weight: inherit; f=
ont-stretch: inherit; font-size: 9.5pt; line-height: inherit; font-family: =
Verdana, sans-serif; margin: 0px; padding: 0px; vertical-align: baseline; c=
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<span class=3D"x_ContentPasted0" style=3D"bo=
rder: 0px; font-style: inherit; font-variant: inherit; font-weight: inherit=
; font-stretch: inherit; font-size: 9.5pt; line-height: inherit; font-famil=
y: Verdana, sans-serif; margin: 0px; padding: 0px; vertical-align: baseline=
; color: gray;" lang=3D"EN-GB">marcus<span class=3D"x_Content=
Pasted0" style=3D"border: 0px; font-style: inherit; font-variant: inherit; =
font-weight: inherit; font-stretch: inherit; font-size: 9.5pt; line-height:=
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ical-align: baseline; color: black;" lang=3D"EN-GB">evans=

<span class=3D"x_ContentPasted0" style=3D"borde=
r: 0px; font-style: inherit; font-variant: inherit; font-weight: inherit; f=
ont-stretch: inherit; font-size: 8pt; line-height: inherit; font-family: Ve=
rdana, sans-serif; margin: 0px; padding: 0px; vertical-align: baseline; col=
or: #595959;" lang=3D"ES">St Magnus House, 3 Lower Thames Street</fo=
nt>
<span class=3D"x_ContentPasted0" style=3D"borde=
r: 0px; font-style: inherit; font-variant: inherit; font-weight: inherit; f=
ont-stretch: inherit; font-size: 8pt; line-height: inherit; font-family: Ve=
rdana, sans-serif; margin: 0px; padding: 0px; vertical-align: baseline; col=
or: #595959;" lang=3D"ES">London, EC3R 6HE
<span class=3D"x_ContentPasted0" style=3D"borde=
r: 0px; font-style: inherit; font-variant: inherit; font-weight: inherit; f=
ont-stretch: inherit; font-size: 8pt; line-height: inherit; font-family: Ve=
rdana, sans-serif; margin: 0px; padding: 0px; vertical-align: baseline; col=
or: #595959;" lang=3D"ES">T: +44 203 0023257
<span class=3D"x_ContentPasted0" style=3D"bo=
rder: 0px; font-style: inherit; font-variant: inherit; font-stretch: inheri=
t; font-size: 8pt; line-height: inherit; font-family: Verdana, sans-serif; =
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=3D"ES">E: <a href=3D"mailto:AnqiC@marcusevansuk.com">AnqiC@marcusevansuk.c=
om</a>
<span class=3D"x_ContentPasted0" style=3D"bo=
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=3D"ES">&nbsp;
</td>
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<tr>
<td style=3D"background-color: #324d56; border-radius: 5px; padding: 30px 6=
0px;">
Marcus Evans In-house solutions: <b=
r> The Ma=
rcus Evans financial training division is a&nbsp;market-leading provider&nb=
sp;of practical and interactive training courses, tailored to the specific =
requirements of industry practitioners from the financial sector.<br=
> We=
 have been delivering high-quality courses for&nbsp;over 20 years&nbsp;to&n=
bsp;major financial institutions&nbsp;including JPMorgan Chase, Morgan Stan=
ley, Bank of America, Citigroup, Goldman Sachs, and Barclays among many mor=
e.
</td>
</tr>
<tr>
<td style=3D"padding: 30px 60px;">
<a style=3D"text-decoration: none;" href=3D"https://email.marcusevansonl=
ine.com/k/13ecZ6jiFtL2DQEK5rWfT0MVBE">Update Your=
 Preferences</a>
</td>
</tr>

</table>
<![if gt mso 11]><img src=3D"h=
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</html>=

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