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Julian Eyre | published on 23rd November 2018
Risk-Free Rate Transitioning plans
The Field Effect attended this year’s ICMA buy-side (AMIC) conference in London, where there was an active panel discussion on the use of Risk-Free Rates and the (L)IBOR transition. The discussion centered on the need for firms to prepare now for the (L)IBOR transition in 2021 – for both new and legacy bond issuance, securitisation and derivatives trades, and highlighted the work done by the regulatory and industry bodies to co-ordinate reference rate replacement globally, particularly that done by the FSB (OSSG) and IOSCO, and highlighted the work done by ISDA on the use of fall-backs.
To find out more, contact us at info@thefieldeffect.co.uk
Tags: EONIA, ESTER, LIBOR, SOFR, SONIA
