Nov-18 LIBOR Replacement: Watchlist

As 2018 draws to a close, we see that Alternative Reference Rates are continuing to gain traction while IBOR fallbacks begin to develop:

ISDA announced its proposed methodology for fallbacks for derivatives contracts that reference certain interbank offer rates (IBORs).
SOFR-based debt issuance is now over $26 billion and the most recent issuance extends into 2021. See CME SOFR page for details or check out our market update summary here.
2W, 2M and 9M tenors of EURIBOR have ceased to be published by the EMMI due to low levels of trading activity for these terms.

We've updated our handy watchlist with all the latest: 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.