Transformation and Technology

IBOR transition requires sometimes extensive alterations to internal technology platforms. Crisil is helping our clients re-design and adjust their technology infrastructure to meet transition requirements.

Front-to-back impact analysis, integration & testing covering the entire trade life cycle
Data and technology transformation projects across pricing, risk and collateral systems
APIs & external connectivity to consume broker/exchange data for new market data referencing RFRs
Changes to Curve Marking, and Building tools for Front Office
Time series suite readiness for proxy & backfill gaps using statistical techniques
Application testing for RFR sensitivities

Impact Analysis of finance system and necessary upgrades of P&L attributes and IPV process
Determination of pricing preferences and assessment of price information from multiple sources
Readiness of FTP framework with base rates migration by attributing to individual funding spread components
Re-validation of new basis and options risk
Changes to treasury systems, cash management systems
Collateral systems changes due to embracing of RFR as PAI and exposure management

Upstream and downstream systems integration
Automated and manual analysis of contract language, including fallback language for IBOR contracts
Re-papering trades referencing IBOR products using NLP and AI/ML solutions
Standardized contract templates and automated rules for data quality checks
Upgraded settlement systems to capture the correct clearing amount and avoid discrepancies with counterparties
Centralization of contract management system

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For more information or advice about Crisil’s dedicated LIBOR transition team and capabilities, please reach out to us at Sunvik.Chandan@crisil.com