20 years: Interest rate benchmarks
The discontinuation of LIBOR has been a project that has been in motion since 2014. It is a project that impacts the entirety of the financial landscape. The project has been driven by the official sector and market practitioners are gradually getting on board, partially because they have concluded the change is now inevitable.
The discontinuation of LIBOR has been a project that has been in motion since 2014. It is a project that impacts the entirety of the financial landscape. The project has been driven by the official sector and market practitioners are gradually getting on board, partially because they have concluded the change is now inevitable.
5 mins 47 secs
The discontinuation of LIBOR has been a project that has been in motion since 2014. It is a project that impacts the entirety of the financial landscape. The project has been driven by the official sector and market practitioners are gradually getting on board, partially because they have concluded the change is now inevitable.
Key learning objectives:
Understand the difference between forward looking rates (IBORs) and backward looking rates (RFRs)
Understand how synthetic rates will be calculated