Swaps Data: The race to replace Libor September 11, 2018 by Amir Khwaja No comments My monthly Swaps Review in Risk Magazine discusses Libor and looks at derivatives volumes in the Alternative Reference Rates that have been selected to replace it. I look in detail at SOFR Futures, SONIA and EONIA Swaps. Please click here for free access to the full article on Risk.net. Stay informed with our FREE newsletter, subscribe here.
