LIBOR transition industry and market update

Start adding items to your reading lists:
Sign in
or
Create your account
Save this item to:
This item has been saved to your reading list.

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: February 16-28, 2021

  1. Highlights
    • Preemptive conversion of cleared LIBOR trades
    • Writing on the wall for GBP LIBOR lending
    • Federal legislation to address legacy USD LIBOR exposures
    • Bringing non-LIBOR loans to market
  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

February 16-28, 2021 LIBOR Transition Market Update

{{filterContent.facetedTitle}}

{{contentList.loadingText}}
{{contentList.loadingText}}
{{contentList.loadMoreLabel}} {{contentList.viewAllLabel}}

Subscribe to receive LIBOR transition market updates

Contact us

John Garvey

Global Financial Services Leader, PwC US

Linkedin Follow Twitter Follow Email

John Oliver

Partner, PwC US

Email

Chris Kontaridis

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

Linkedin Follow Email

Justin Keane

Financial Services, Principal, PwC US

Linkedin Follow Email

Jeremy Phillips

Asset & Wealth Management, Partner, PwC US

Linkedin Follow Email

Jessica Pufahl

Financial Services, Partner, PwC US

Linkedin Follow Email

Maria Blanco

Principal, PwC US

Email

Gaurav Shukla

Capital Markets Strategy Partner, PwC US

Email
Follow us
Audit and assurance Consulting Tax services Newsroom Alumni US offices Contact us

© 2017 - 2021 PwC. All rights reserved. PwC refers to the US member firm or one of its subsidiaries or affiliates, and may sometimes refer to the PwC network. Each member firm is a separate legal entity. Please see www.pwc.com/structure for further details.