The Last 100 Days of LIBOR: Episode 4 – The U.S. Derivatives Market – Finance and Banking


United States: The Last 100 Days of LIBOR: Episode 4 – The U.S. Derivatives Market

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Anna Pinedo provides an overview of developments in the US derivatives market, including the following points:

  • New York State Legislation Regarding LIBOR Termination
  • Manage differences arising from the recommended use of SOFR ARRC and the direction of the derivatives market
  • Mismatch between loans and associated hedges
  • CFTC’s SOFR-First transition initiative
  • Use of credit sensitive rates

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