Nov-17 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 provides solutions for derivative and fixed income operations. Global financial institutions and independent asset managers have used the award-winning Principia Analytic System since 1995 to unify valuations, portfolio management, risk surveillance, hedge accounting and operational control across the breadth of fixed income and derivative products. In 2015, Principia launched its Analytic Service, pasVal, to make its award-winning pricing and analytics available to an even broader range of businesses.