Libor leaders: BMO sets the pace in RFR transition

Risk0619-Libor-BMO-156784788 — BMO Global Asset Management has already moved much of its swap exposure to Sonia

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This article is part of a Risk.net series on the practical aspects of Libor transition. Find the rest of the coverage here.

Liability-driven investment (LDI) funds are known as some of the biggest and most sophisticated counterparties in the sterling swap market.

Even so, senior bankers raise their eyebrows in surprise when told that one fund has already managed to move nearly all of its swap exposure off sterling Libor and onto its replacement, Sonia.

The firm, BMO Global Asset Management

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