Nov-17 LIBOR Replacement: Watchlist

pasVal is committed to helping derivatives market participants meet their challenges and take advantage of opportunities with as much ease and confidence as possible. With major reforms of LIBOR underway, including the distinct possibility it will be completely replaced (e.g. In the US, a working group has proposed the Secured Overnight Financing Rate (SOFR) as an alternative benchmark to LIBOR), there are many potentially major changes to consider and get ahead of. These changes will have a significant impact on derivatives market participants.

That's why we have prepared a handy watchlist and summary of what you need to think about: WATCHLIST: Replacing LIBOR.


About Epsilon Technologies Group

Epsilon is a vibrant capital markets technology solutions and services firm serving small and medium-sized financial institutions such as regional banks, Government-Sponsored Enterprises, and Federal Home Loan Banks. The Group’s deep expertise embraces every aspect of software development, products, data, technologies, and consulting. Epsilon offers ETS and Principia Analytic System as licensed products, and various innovative bespoke solutions across a broad set of capital markets domains. Epsilon also offers a full range of consulting services, including implementation, advisory, analytics, risk management, accounting, and data modeling.