Mar-19 LIBOR Replacement: Watchlist

The start of 2019 shows gaining momentum for SOFR, the USD Alternative Reference Rate(ARR):

ISDA reported continued increases in interest rate derivatives based on ARRs.
ICE Benchmark Administration has published the results of their survey on the use of LIBOR.
In the US, the ARRC has announced weekly open hours to address questions from market participants.

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

About Principia Partners

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.