WEBINAR: Libor transition for derivatives


The global transition from interbank offered rates to new risk-free rates is a gargantuan task for every asset class out there. From dealing with legacy issues to wrestling with inconsistencies in fallbacks between different products, the scale of the task must not be underestimated.

While it's still arguably early days, the time to start work on the transition is now.

IFLR & Practice Insight's latest webinar 'Libor transition for derivatives: a global approach', in collaboration with Hogan Lovells, updates viewers on the status of the transition process as it is playing out globally, particularly focusing on US, English, Asian and EU markets.

Hogan Lovells partners James Doyle and Evan Koster provide an overview of the results of various market consultations, investigate how documentation is being affected so far, and explore harmonisation issues specific to derivatives.

You can view a recording of the webinar and access all the materials here.

For more coverage on the Libor transition see below:

Sofr's poor uptake in swaps market not yet a concern

Banks lobby for consistency in Libor fallbacks

Cash markets brace for 'inevitable' imperfect hedges post-Libor

Libor fallbacks not yet referencing new rates