From LIBOR to SONIA – the role of term rates

Presented by

Scott Harman (FTSE Russell); Stuart Giles (Tradition); Ian Fox (Lloyds Bank); Andy Ross (CurveGlobal)

About this talk

This webinar will look into the development of (forward-looking) term risk-free rates (RFRs), with focus on SONIA and the UK market. Globally, identified RFRs are overnight rates whereas LIBORs are mainly used in their term form – This difference can be an issue for the transition of certain LIBOR referencing products. Experts from the industry will gather with FTSE Russell to discuss - where term rates can be of most support to LIBOR transition, - evaluate the various indicative options currently available in the UK market, and - discuss how things may play out over the next 6-12months. - It will also touch on the approaches to term rates in other jurisdictions. Please visit our webpage “LIBOR Transition: Update for Issuers and Market Participants” for the latest updates on LIBOR: London Stock Exchange LIBOR Week: 12-16 October 2020 Every day at 4.30pm BST (5.30pm CET; 11.30am ET) View & register for all 5 webinars here: The FCA’s official guidance published in Q&A format:
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