LIBOR Replacement: Watchlist
pasVal is committed to helping derivatives market participants meet their challenges and take advantage of opportunities with as much ease and confidence as possible. With major reforms of LIBOR underway, including the distinct possibility it will be completely replaced (e.g. In the US, a working group has proposed the Secured Overnight Financing Rate (SOFR) as an alternative benchmark to LIBOR), there are many potentially major changes to consider and get ahead of. These changes will have a significant impact on derivatives market participants.
That's why we have prepared a handy watchlist and summary of what you need to think about: WATCHLIST: Replacing LIBOR.
About Principia Partners
Principia Partners LLC (Principia) provides solutions for derivative and structured finance operations. Global financial institutions and independent asset managers have used the award-winning Principia Structured Finance Platform since 1995 to unify investment analysis, portfolio management, risk surveillance, accounting and operational control across the breadth of structured credit assets, fixed income investments and complex derivatives. In 2015, Principia launched its Analytic Service, pasVal, to make its award-winning pricing and analytics available to an even broader range of businesses.
Principia is based in New York, with an office in London and a technology center in King of Prussia, Pennsylvania.