Episode Synopsis "Models & Dear CEO letter with the Prudential Regulation Authority - Ep4"

Anyone who is involved in LIBOR transition, knows what a significant challenge it is. For some firms, models will be one of the most complex parts of the exercise. Our guests on our latest podcast are Dherminder Kainth, from the PRA's Traded Risk Measurement team, and Chris Heys, PwC Partner and one of our Global Model Risk Leads. With our host Laura Talvitie, they cover the impact of LIBOR transition on models, the latest PRA / FCA Dear CEO letter and what firms should do now.

Listen "Models & Dear CEO letter with the Prudential Regulation Authority - Ep4"

More episodes of the podcast The latest on LIBOR transition

• The transition continues - Ep8
• Synthetic LIBOR - Ep7
• Alternative reference rates - Ep6
• Corporates in the transition - Ep5
• Models & Dear CEO letter with the Prudential Regulation Authority - Ep4
• LIBOR transition readiness: 2021 - are the banks ready? - Ep3
• Conduct risk - Ep2
• Will the market be ready in time? - Ep1