Apr-18 LIBOR Replacement: Watchlist

In March and April, there were several new developments on the LIBOR replacement/reform front:

The Federal Reserve Bank of New York began publishing SOFR on April 2, 2018
The EU has launched a second consultation on a new euro unsecured overnight interest rate
The CME will begin trading 1M & 3M SOFR Futures in May
ISDA's LIBOR replacement workgroup has published a Transition Roadmap

We've updated our handy watchlist with all the latest: WATCHLIST: Replacing LIBOR.

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Epsilon is a vibrant capital markets technology solutions and services firm serving small and medium-sized financial institutions such as regional banks, GSEs, and Federal Home Loan Banks. The Group’s deep expertise embraces every aspect of software development, products, data, technologies, and consulting. Epsilon offers ETS, Principia Analytic System, and pasVal as licensed products, and various innovative, bespoke solutions across a broad set of capital markets domains. Epsilon also offers a full range of independent consulting services, including implementation, advisory, analytics, risk management, accounting, and data modeling.