Derivatives

Libor Risk – Quarterly report Q3 2020

The transition away from Libor is littered with ‘chicken and egg’ conundrums. Deep cash markets linked to new risk-free rates (RFRs) require a liquid derivatives market for issuers to hedge exposures, yet RFR derivatives liquidity can only blossom where…

Libor countdown webinar series – Euro

In this webinar, a panel of experts discusses €STR liquidity, how firms fared through the recent central counterparty discount switches, the impact on €STR swaps trading and the future of Euribor

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