Sep-18 LIBOR Replacement: Watchlist

In September, the US LIBOR alternative rate continued to gain market acceptance:

SOFR-based debt issuances and swaps continued to grow, including the first-ever SOFR-based muni-bond by New York's MTA.
The ARRC released consultations on fallback contract language.
The ARRC also published a new and very useful set of SOFR-related FAQs complete with links to source materials.

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.