The end of January 2021 brings several important milestones in the Libor discontinuation roadmap. The widely adopted ISDA fallback protocol comes into effect and both the ICE Benchmark Administration (Libor’s administrators) and the London Clearing House conclude consultations on discontinuation date specifics and the behaviour of cleared Libor indexed positions respectively.

Our latest whitepaper outlines the current Libor landscape, ongoing consultations and how fallback analytics can be accessed via Coremont’s portfolio management system, Clarion.

Coremont – Libor Reform Update – January 2021.pdf