Libor

Initial margin – A regulatory bottleneck

With the recent announcement of an extended preparation period for those smaller entities needing to post initial margin under the uncleared margin rules, the new timetable could cause a bottleneck for firms busy repapering derivatives contracts linked…

Spotlight on SOFR

The US has chosen the secured overnight financing rate (SOFR) as its Libor replacement. SOFR swaps could get a boost when clearing houses start using the new rate in discounting, but there are some caveats. For other products, the US is drawing up Libor…

Opening the buy-side liquidity pool

Vikash Rughani, business manager at triReduce and triBalance, outlines a new approach enabling buy- and sell-side participants to optimise the transition of legacy Libor over-the-counter swaps contracts to alternative reference rates

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