LIBOR Reform Update - November 2021

Are you prepared for the LIBOR Reform milestones that will hit in the coming months? This white paper written by Coremont outlines what you need to know about LIBOR discontinuation.

Coremont’s LIBOR reform insight paper also details the additional support that has been added to its 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:

Coremont

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:

Coremont

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:

Coremont

Issue:

LIBOR

LIBOR Reform: SOFR Discounting

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

Date

July 10, 2020

Author:

Coremont

Issue:

LIBOR

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