LIBOR transition
Service/Role
Project lead and Senior Business Analyst
Period
01/2020 and ongoing
• Global lead of the transition/migration of LIBOR referencing funding and hedging products in the Treasury function towards Alternative Reference Rates (ARR)
• Modelling, specification, implementation, and testing of ARR related flows where the respective legal entity/desk combination does not have these flows yet
• Coordination with funding and hedging counterparties to coordinate an orderly migration of the trades