• The Last 100 Days of LIBOR: Episode 4 - The US Derivatives Market

  • Nov 11 2021
  • Length: 19 mins
  • Podcast

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The Last 100 Days of LIBOR: Episode 4 - The US Derivatives Market

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  • Summary

  • The latest episode of our IBOR Transition podcast mini series, “The last 100 days of LIBOR” is now live. Anna Pinedo provides an overview of developments in the US derivatives market, including addressing the following:

    • New York State legislation regarding the discontinuance of LIBOR
    • Managing the differences arising from the ARRC recommended use of SOFR and the direction of the derivatives market
    • Mismatches between loans and the related hedges
    • The CFTC’s SOFR-First Transition Initiative
    • Using credit sensitive rates
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