Mar-19 LIBOR Replacement: Watchlist
The start of 2019 shows gaining momentum for SOFR, the USD Alternative Reference Rate(ARR):
- ISDA reported continued increases in interest rate derivatives based on ARRs.
- ICE Benchmark Administration has published the results of their survey on the use of LIBOR.
- In the US, the ARRC has announced weekly open hours to address questions from market participants.
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.