Updates to 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.
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.