The Last 100 Days of LIBOR: Episode 4 - The US Derivatives Market

Published: Nov. 11, 2021, 10:50 a.m.

b'The latest episode of our IBOR Transition podcast mini series, \\u201cThe last 100 days of LIBOR\\u201d is now live. Anna Pinedo provides an overview of developments in the US derivatives market, including addressing the following: New York State legislation regarding the discontinuance of LIBOR Managing the differences arising from the ARRC recommended use of SOFR and the direction of the derivatives market Mismatches between loans and the related hedges The CFTC\\u2019s SOFR-First Transition Initiative Using credit sensitive rates'