Benny Tjahjono

Benny Tjahjono

Company: Federal Home Loan Bank of Chicago

Job title: Director, Balance Sheet Quantitive Analyst


Avoid ‘Y2k Meltdown’ in RFR Transition in Your IT Systems 9:45 am

Understand the optimal strategies in transitioning your IT systems from hardwired LIBOR inputs Enhance your system resilience by working with flexible vendors for a swift upgrade Have an oversight on the key risk areas in your IT system to decrease meltdown livelihoodRead more

day: Day Two

Recreating Forward Looking Yield Curves with a Backward Looking RFR 11:30 am

Advance your understanding of retrospective modelling in order to create a like for like yield curves moving forward Understand how to more accurately price risk independently without a LIBOR fall back Get detailed insight into existing SOFR data to model initial comparisonsRead more

day: Day Two

Developing Discounting Methodology Beyond LIBOR 11:45 am

Understand how to manage OIS, LIBOR and SOFR discounting to minimize transition devaluation Advance your knowledge of benchmark management processes in order to preserve strong cash flows through the transition Get to grips with the potential impact of multiple RFR’s in managing discountingRead more

day: Day One

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