tomhicks6Sep 16, 20214 minLIBOR Delay…but don’t take your foot off the pedal!Hicks Consulting has argued on various occasions this year that a delay to the LIBOR cessation should not be expected. We were right …...
tomhicks6Sep 16, 20213 minSOFR liquidity finally propelled forward?The long-awaited discounting and price alignment interest (PAI) change from USD Fed Funds (EFFR) to SOFR at the major clearinghouses CME...
tomhicks6Sep 16, 20212 minA conventional switch in time.Last week the Bank of England’s Working Group on Sterling Risk-Free Reference Rates (RFR WG) published a long-awaited document on...