Risk

Lag in the SOFR-linked non-linear derivatives market: three barriers to transition

Risk.net explores three themes in secured overnight financing rate (SOFR) non-linear derivatives discussed by experts in a webinar sponsored by Numerix The volatile rates market has triggered concerns ...
Risk

The final stretch: outstanding issues in non-linear RFR derivatives

Six months on from Libor’s cessation, cash and derivatives markets have adapted quickly to the new multi-rate world. In the US, where selected US dollar Libor tenors will remain in place until ...
Forex Factory

The FCA and the Bank of England encourage market participants in a switch to SONIA in the sterling non-linear derivatives market from 11 May

A key milestone recommended by the Working Group on Sterling Risk-Free Reference Rates (the Working Group) is to cease initiation of new GBP LIBOR-linked non-linear derivatives expiring after 2021 by ...
Nasdaq

ICE Benchmark Administration Launches GBP SONIA Spread-Adjusted ICE Swap Rate® ‘Beta’ Settings

LONDON--(BUSINESS WIRE)-- Intercontinental Exchange, Inc. (NYSE:ICE), a leading global provider of data, technology, and market infrastructure, today announced that ICE Benchmark Administration ...