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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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.