Secured Overnight Funding Rate Archives - MH Derivatives | Financial Education for Changing Markets

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

The New IBOR

The Secured Overnight Financing Rate (SOFR) to Replace LIBOR For new transactions as of April 1, 2018, the old IBOR will continue to be used for existing swaps and loans. As of today, The New IBOR (SOFR) will be used to measure the cost of borrowing...

10 May, 2018

LIBOR Rate Rigging
LIBOR Rates
New IBOR rates

Secured Overnight Funding Rate Tag

SOFR and the LIBOR Loan Market

The New IBOR