2021年11月11日
The last 100 days of LIBOR: Episode 4 - The US Derivatives Market
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出典: LIBOR Transition Webcast
Anna Pinedo provides an overview of developments in the US derivatives market, including addressing the following:
- New York State legislation regarding the discontinuance of LIBOR
- Managing the differences arising from the ARRC recommended use of SOFR and the direction of the derivatives market
- Mismatches between loans and the related hedges
- The CFTC’s SOFR-First Transition Initiative
- Using credit sensitive rates
