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

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You already have an account with us*. Sign in below to continue.