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Ep39 - SOFR and the Derivatives Market

Ep39 - SOFR and the Derivatives Market

Released Monday, 27th March 2023
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Ep39 - SOFR and the Derivatives Market

Ep39 - SOFR and the Derivatives Market

Ep39 - SOFR and the Derivatives Market

Ep39 - SOFR and the Derivatives Market

Monday, 27th March 2023
Good episode? Give it some love!
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Ann Battle, senior counsel, market transitions and head of benchmark reform at the International Swaps and Derivatives Association (ISDA), joins host Patrick Dolan to discuss the transition from USD LIBOR to SOFR and how it will impact the derivatives market. We consider whatrole the ISDA 2020 IBOR Fallbacks Protocol will play, how the various tough legacy solutions for USD LIBOR fit together and how they affect derivatives. We also explore what role Term SOFR will play in the derivatives markets.

Listen and subscribe to the Securitization Insight podcast on Apple Podcasts, Spotify, or your preferred podcast app.

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