Interest Rates

News

BofA and JPMC Enter Swaps Trade Tied to New LIBOR Replacement

Lananh Nguyen & Alexandra Harris |

“We want to signal our support for credit-sensitive rates alongside SOFR. There’s a lot of work being done on having a rate that looks and feels like LIBOR,” according to a BofA representative.
News

LIBOR Replacements Can Be Substituted into Existing Contracts

Keshia Clukey |

New York governor signs into law a LIBOR fix designed to avert transition chaos.
News

Fed Keeps Zero-Rate Outlook

Craig Torres |

FOMC expects an inflation bump, but it’s short-lived, spiking to 2.4% this year before slowing to 2% next year.

News

Corporate Bond Sale Boosts Campaign to Kill off LIBOR

Brian Smith, William Shaw & Tasos Vossos |

A Canadian energy company’s issue tied to SOFR saw significant demand on Tuesday.
News

LIBOR Gets Partial Fix for Derivative Risk

William Shaw & Alexandra Harris |

It’s an “important day,” as ISDA issues fallback measure for swaps and other derivatives still tied to the benchmark.
News

Cuomo Proposes LIBOR Transition Plan

Keshia Clukey & William Shaw |

New York governor’s state budget, published this week, includes provisions to help troublesome LIBOR-linked contracts switch to replacement rates.
News

Lawsuit Seeks to Abolish LIBOR

William Shaw & Joel Rosenblatt |

Bank defendants argue that sudden elimination of the benchmark would be ‘a catastrophe.’
Analysis

Bets on Negative Interest Rates End with Capitulation

Ruth Carson & Greg Ritchie |

The U.S., U.K., and New Zealand no longer look likely to follow the Eurozone and Japan into negative-rate territory.
News

LIBOR Still Needs a Legislative Fix

William Shaw |

The delay in LIBOR retirement just puts off the inevitable; lawmakers need to clarify what benchmarks will replace LIBOR in financial contracts whenever it finally ceases to be used.
News

Will LIBOR Retirement Be Delayed?

William Shaw, Liz Capo McCormick, Edward Bolingbroke & Craig Torres |

ICE plans to extend the transition away from dollar LIBOR till mid-2023, but regulators are still encouraging banks to move ASAP.

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Resources

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