The waiting game in the transition to LIBOR is dangerous
Many corporates have done the minimum, have not put together the appropriate team and strategy; are just waiting ….
Other
How negative rates can jeopardize your IR hedge program
Hedge Trackers reveal their key derivative hedging practices to survive the negative/low rates environment
Fed takes Fed Funds rate to zero: How do zero percent floors impact hedge programs?
by Farah Lotia, Director, Interest Rate and Quantitative Analytics, Hedge Trackers
Hedge Trackers show how to deal with this situation
Deutsche Bank completes trades in new benchmarks
The trades, linked to SOFR, €STR and SONIA, are part of the move away from IBOR benchmarks.
ISDA publishes preliminary LIBOR consultation results
Prospect of a pre-cessation trigger related to non-representativeness for derivatives proves divisive.
Bank of America warns trade wars to dent US corporate profits
The bank’s top stock strategist warns clients that the S&P 500 has yet to reflect the impact the US-China trade dispute may have on ear
What next for Libor – and for reference rates?
CSFI meeting June 12, London will discuss the journey from LIBOR to other reference rates
Moving to non-LIBOR rates is not easy nor quick
It takes years………. Systems need recalibrating, processes need updating. Have you started? Have you joined the help groups?