Blog post
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
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Jul 10, 2020
Blog post
LIBOR Reform: SOFR Discounting
Central counterparties' change to SOFR discounting: What about the bilateral OTC trades?
Author:
Chris Willis
Issue:
LIBOR
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