LIBOR fallbacks and Uncleared Margin Rules are hot topics across the industry. We highlight the Basel guidance that any amendments to LIBOR contracts as a result of Benchmark reform will not trigger the need to post margin. This is important guidance to ensure the uptake of new RFRs is simple. Two of our big blog […]
The demise of Libor has sett off a battle for market share in futures referencing new risk-free rates. My monthly Swaps Review looks at: The three largest IBOR contracts SOFR Futures market share SONIA Futures market share CME, ICE, CurveGlobal, Eurex Please click here for free access to the full article on Risk.net.