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LIBOR Delay…but don’t take your foot off the pedal!
Hicks Consulting has argued on various occasions this year that a delay to the LIBOR cessation should not be expected. We were right …...
tomhicks6
Sep 16, 20214 min read
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SOFR liquidity finally propelled forward?
The long-awaited discounting and price alignment interest (PAI) change from USD Fed Funds (EFFR) to SOFR at the major clearinghouses CME...
tomhicks6
Sep 16, 20213 min read
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A conventional switch in time.
Last week the Bank of England’s Working Group on Sterling Risk-Free Reference Rates (RFR WG) published a long-awaited document on...
tomhicks6
Sep 16, 20212 min read
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