Recorded Webinar: USD Libor transition update and impact on Bank ALM Policy

About this Event

TPG-BTRM Webinar: USD Libor Transition Update and Impact on Bank ALM Policy

Join TPG Software and The BTRM for a discussion on the latest developments in USD Libor transition and what this means for US banks adapting to the changeover to SOFR. The BTRM Faculty panel will address latest issues including:

  • Latest fallback definitions and impact
  • Adjusting hedging policy and impact on banks funds transfer pricing (FTP)
  • Impact on legacy banking book
  • Term SOFR likelihood and update
  • Possible alternatives to SOFR
  • How to adjust ALM policy to the post-Libor era


  • Professor Moorad Choudhry, Founder The BTRM & Independent Non-Executive Director, Recognise Bank


  • Kevin Liddy, Solum Capital, Faculty BTRM
  • Periklis Thivaios, True North Partners LLP, Faculty BTRM
  • Patrick Carey, Independent Market Risk Consulting, Faculty BTRM
  • Rick Schnitger, TPG Software, Inc
  • Benny Tjahjono, Director, Senior Balance Sheet Quantitative Analyst, Federal Home Loan Bank of Chicago