Tag: Libor
Curb your enthusiasm
International | Products
10 Aug 2023 by Sybil Yorke
SRP follows up on recent Iosco’s policy suggestions and critique of non-Sofr replacements for USD Libor.
Goldman expands derivatives pricing tool, replaces Libor on top prop index
International | Products
21 Apr 2023 by SRP News
The US bank has added new asset classes to its derivatives price discovery tool and made changes to the methodology of one of its prop indices as Libor is discontinued.
Mayer Brown: regulatory focus, a reflection of the market growth
North America | Regulations & Legal
14 Feb 2023 by Pablo Conde
As the US retail structured products market continues to grow regulators have turned their attention to complex products and disclosures.
SRPInsight issue 16: in transition
International | Industry
04 Jul 2022 by SRP News
Issue 16 of our e-mag is out and ready to download.
Libor part 3 - Backwards and forwards
International | Features
15 Jun 2022 by Sybil Yorke
Sofr has overcome early resistance to become the dominant index for new trading and lending transactions, including structured products.
SRP in brief: corporate events
International | Industry
13 Jun 2022 by Amélie Labbe
It’s been a week of continued staff movements in Apac, tech developments and continued Libor legacy questions.
That’s the way to do it - Sofr saves the day
International | Features
26 May 2022 by Sybil Yorke
Regulatory measures have largely resolved headline issues for USD Libor transition as Sofr becomes cheaper borrowing choice.
Libor transition – a sterling success?
Europe | Features
27 Apr 2022 by Sybil Yorke
Should the structured products industry congratulate itself on successfully transitioning its sterling Libor obligations, or bite its nails in fear of unintended consequences? Perhaps both.
Product wrap: J.P. Morgan tracks US Libor replacement
International | Products
11 Feb 2022 by Marc Wolterink
In this week’s wrap, we look at a selection of structured products with strike dates between 6-12 February 2022.