Ep39 - SOFR and the Derivatives Market

27 de mar. de 2023 · 15m 35s

Descripción

https://www.linkedin.com/in/ann-battle-36983334/, senior counsel, market transitions and head of benchmark reform at the https://www.isda.org/ joins host https://www.nortonrosefulbright.com/en-us/people/1011359 to discuss the transition from USD LIBOR to SOFR and how it will impact...

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Ann Battle, senior counsel, market transitions and head of benchmark reform at the International Swaps and Derivatives Association (ISDA), joins host Patrick Dolan to discuss the transition from USD LIBOR to SOFR and how it will impact the derivatives market. We consider whatrole the ISDA 2020 IBOR Fallbacks Protocol will play, how the various tough legacy solutions for USD LIBOR fit together and how they affect derivatives. We also explore what role Term SOFR will play in the derivatives markets.

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