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Updated LIBOR Transition Timeline in the COVID-19 Pandemic

United Kingdom - July 28 2020 As the world continues to deal with the COVID-19 pandemic, the end of 2021 deadline for the LIBOR transition has remained unchanged. However, certain…

Lauren J. Blaber, Jennifer J. Kafcas

UK Working Group Publishes Paper on Credit Adjustment Spread Methodologies

United Kingdom - January 15 2021 With the end of LIBOR drawing closer, the FCA, Bank of England and the Working Group on Sterling Risk-Free Reference Rates (the Working Group) are…

Lauren J. Blaber, Jennifer J. Kafcas, Linn Mayhew, Alvino S. van Schalkwyk

LMA Publishes Note on the Use of Forward-Looking Term SONIA Reference Rates

United Kingdom - March 29 2021 On March 26, 2021, the LMA published a note outlining considerations for market participants relating to the use of forward-looking term SONIA…

Lee Cullinane, Jennifer J. Kafcas, Linn Mayhew, Alvino S. van Schalkwyk

LMA Publishes RFR Facility Documentation

European Union, United Kingdom - January 29 2021 On January 28, 2021, the UK Loan Market Association (LMA) published exposure drafts of two multicurrency term and revolving facilities agreements…

Lauren J. Blaber, Lee Cullinane, Jennifer J. Kafcas, Linn Mayhew, Alvino S. van Schalkwyk

Liquidity Concerns and Key 2020 Milestones in the LIBOR Transition for Derivatives Transactions

United Kingdom - July 28 2020 As the 2021 deadline for the cessation of LIBOR approaches, two key milestones for the LIBOR transition in the derivatives space are set to occur in…

Lauren J. Blaber, Jennifer J. Kafcas