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 (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.