An overview of the transition away from LIBOR
With a definitive end date of June 30, 2023, and strong regulatory pressure to stop originating new LIBOR contracts by December 31, 2021, the end of LIBOR is clearly in sight. However, while SOFR has received the most attention as a potential replacement reference rate, market participants should consider the advantages of The American Financial Exchange’s (AFX) AMERIBOR® Benchmark.
- AFX history and an overview of AMERIBOR
- Comparison of AMERIBOR, SOFR, and LIBOR over the COVID period
- AMERIBOR’s IOSCO compliance
- Market efficiency considerations of AFX platform
- Highlights of an AFX member survey conducted by BRG professionals
- Presentation of AMERIBOR Term-30 and AMERIBOR Term-90