Generic selectors
Exact matches only
Search in title
Search in content
Search in posts
Search in pages

More results...

Derivatives Set for $15 Trillion Switch in Libor Test Run

Share this article

In this latest article from Bloomberg LP, our Group CIO and COO Philip Freeborn discusses the synchronised shift for non-dollar Libors, and how attention will then turn to the U.S., where a date is yet to be set to move swaps to the Secured Overnight Financing Rate, the main replacement benchmark. Unlike other Libors, key dollar tenors have been extended until mid-2023 to allow the market to get fully prepared.