Nov-18 LIBOR Replacement: Watchlist

As 2018 draws to a close, we see that Alternative Reference Rates are continuing to gain traction while IBOR fallbacks begin to develop:

ISDA announced its proposed methodology for fallbacks for derivatives contracts that reference certain interbank offer rates (IBORs).
SOFR-based debt issuance is now over $26 billion and the most recent issuance extends into 2021. See CME SOFR page for details or check out our market update summary here.
2W, 2M and 9M tenors of EURIBOR have ceased to be published by the EMMI due to low levels of trading activity for these terms.

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.