Eurex - Virtual Roundtable On Swiss LIBOR And SARON速: The State Of Things In Switzerland
Eurex - Virtual Roundtable On Swiss LIBOR And SARON®: The State Of Things In Switzerland Date 12/02/2021 Since the 2022 decomissioning of the Swiss LIBOR rate approaches, it is about time for an inventory of what has been achieved and what are the essential next steps. In Switzerland, the National Working Group (NWG) has proposed SARON® as an alternative interest rate benchmark. To help the market with an orderly transition to the new benchmark, Eurex has launched a Three-Month SARON® Futures contract, the first exchange-traded SARON® Futures globally, in October 2018. With this l...