Libor Ois News Today

Dmitry Pugachevsky, director of research at Quantifi, explores how the transition from Libor to the secured overnight financing rate (SOFR) impacts rates, bonds

Banks now face ‘greater downside’ to widening credit spreads

Rates quant says swaptions fallbacks turn cash-settled vanilla products into exotics

Phillip Whitehurst, LCH, discusses the most disruptive aspects of all the conversions of non-US dollar Libor trades that will have happened by the end of the

How the Libor transition inspired NatWest quant’s latest paper on exotic derivatives valuation

Consultation reveals splits over one-year transition period and internal transfer pricing models