Accelerated Transition from Libor to New Reference Rates Leveraging Data Management

About the Paper

ASG_Q420WP_Cover.PNGThe transition to the new reference rates is the single largest data reconfiguration endeavor that financial institutions have been faced with since Y2K, and on a stretched timeline. Financial Institutions must effectively identify LIBOR data in order to perform a comprehensive evaluation of risk and exposure, this includes contractual risk, financial risk and risks to operations and systems.

Additionally, financial institutions need to determine a set of actions for their businesses, operations and clients to effectively operationalize to the transition to alternative reference rates.


In this ASG and KPMG whitepaper you will learn about:
  • A comprehensive solution to LIBOR involving the identification and management of your data
  • How to manage disparate and unstructured data, as well as structured data
  • How to manage the overall transformation program, keeping track of the many sub-projects
  • A more accurate view of reference rate data exposure in order to adequately assess and reduce associated risks
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