LIBOR phase-out

Size of the SOFR Market

Sizing up SOFR is part two of a three-part series on the transition from LIBOR to SOFR. In this article, we discuss the size of the SOFR market: the Repo markets from which SOFR is calculated, SOFR-linked debt issues, SOFR swaps, and futures. ...

11 February, 2020

LIBOR phase-out
LIBOR Rates
New IBOR rates
SOFR

SOFR and the LIBOR Loan Market

This article is the first of a series about the transition from LIBOR to SOFR. In this article, we look at fallback and consent language in LIBOR-Linked products. The series will show what each part of the value chain needs to get done,...

03 February, 2020

LIBOR phase-out
New IBOR rates
SOFR