The Last 100 Days of LIBOR: Episode 5 - The Derivatives Market

Published: Nov. 15, 2021, 5:29 p.m.

The latest episode of our IBOR Transition podcast mini series, \u201cThe last 100 days of LIBOR\u201d is now live. Edmund (Ed) Parker provides an overview of developments in the UK derivatives market, including addressing the following: Tackling \u201ctough legacy contracts\u201d Recent, and imminent regulatory and legislative developments An analysis of the scope of the ISDA protocol and supplements The impending cessation of EONIA and its replacement with ESTR