Transitioning LIBOR in the Context of COVID-19

GARP On-Demand Webinar

Live Date: Thursday, May 28, 2020, 11:00 AM EDT

Discussion points:

  • Status of ISDA’s IBOR fallback consultation
  • Impact on interim timelines including the possibility of the 2021 deadline shifting
  • Preparing for SOFR discounting
  • Liquidity of SOFR-based products
  • Developments in the SOFR swap markets

About the webinar:
While the LIBOR cessation deadline hasn’t been delayed, at this time it is unclear how COVID-19 will disrupt transition efforts across the industry. With less than two years left until the expected end of LIBOR, the switch to Alternative Reference Rates (ARRs) is entering a critical phase. As the October 2020 date rapidly approaches for LCH and CME to shift from using OIS to SOFR for discounting of US dollar interest rate derivatives, this panel provides a market update and progress on the LIBOR transition focusing on derivatives market participants.

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