LIBOR Reform Update - November 2021

The insight paper also details the additional support that has been added to Coremont’s market-leading portfolio management technology, Clarion.

Coremont Libor Reform Whitepaper – September 2022

In our latest whitepaper, we set out the latest Libor landscape, including market migration to Risk-Free Rates, and LCH and CME USD Libor swap conversion.

Date

September 15, 2022

Author:

Chris Willis

Issue:

LIBOR

LIBOR Reform Update – July 2021

The second half of 2021 sees an increasing number of milestones on the road to LIBOR discontinuation. This whitepaper provides insights and guidance.

Date

July 1, 2021

Author:

Yaron Katz

Issue:

LIBOR

LIBOR Reform: Implications for FRAs

ISDA have proposed a fall back mechanism to determine how LIBOR indexed derivatives will behave in the event that LIBOR is discontinued.

Date

August 17, 2020

Author:

Chris Willis

Issue:

LIBOR

LIBOR Reform: SOFR Discounting

Central counterparties' change to SOFR discounting: What about the bilateral OTC trades?

Date

July 10, 2020

Author:

Chris Willis

Issue:

LIBOR

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