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LIBOR transition industry and market update

Stay up to date on the transition from LIBOR to alternative reference rates, including SOFR, SONIA, SARON, €STR and TONA. Our semi-monthly update features PwC’s take on the adoption of the new risk-free reference rates, a summary of industry publications, and key transition milestones. We cover interest rate benchmark reform developments in all major currencies and jurisdictions, providing analysis on the top developments.

Market update: September 16-30, 2021

  1. Highlights
    • A (really) large parachute: FCA consultation on permissible use of synthetic LIBOR
    • Regulators & CSRs: Knives Out
    • A (different) SOFR First: Ford’s syndicated loan
  2. RFR adoption: Derivatives­
    • Futures and options
    • Swaps trading
  3. RFR adoption: Cash products
    • FRN issuances
    • Other cash products and RFR adoption
  4. Publications at a glance
    • ARR working groups
    • Regulators
    • Industry groups, infrastructure providers and other items
  5. Target dates

September 16-30, 2021 LIBOR Transition Market Update

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John Garvey

Global Financial Services Leader, PwC US

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Partner, PwC US

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Chris Kontaridis

US Deals, Strategy & Operations Leader for Tax Reporting & Strategy, PwC US

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Financial Services, Principal, PwC US

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Asset & Wealth Management, Partner, PwC US

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Financial Services, Partner, PwC US

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Maria Blanco

Principal, PwC US

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Gaurav Shukla

Capital Markets Strategy Partner, PwC US

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