The last 100 days of LIBOR: Episode 4 - The US Derivatives Market

Anna Pinedo provides an overview of developments in the US derivatives market, including addressing the following: 

• New York State legislation regarding the discontinuance of LIBOR
• Managing the differences arising from the ARRC recommended use of SOFR and the direction of the derivatives market
• Mismatches between loans and the related hedges
• The CFTC’s SOFR-First Transition Initiative
• Using credit sensitive rates