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LIBOR Transition updates provide the latest news on global benchmark change

Libor Transition: Market Update

Stay up to date on the transition from LIBOR to alternative reference rates, including SOFR, SONIA, SARON, €STR and TONA. This semi-monthly update features PwC’s take on the adoption of the new risk-free reference rates, a summary of industry publications and key transition milestones. It covers interest rate benchmark reform developments in all major currencies and jurisdictions, providing analysis on the top developments.

1. Highlights

  • Knock knock, who’s there? LIBOR dealer polls
  • C-ya-la-DOR part II: Consultation on CDOR’s potential cessation
  • USD LIBOR swaps trading

2. RFR adoption: Derivatives

  • Futures
  • Swaps trading

3. Publications at a glance

  • National working groups
  • Regulators
  • Industry groups, infrastructure providers and other item

4. Target dates

January 1-31, 2022 LIBOR Transition Market Update

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Alfredo Martinez

Partner, Trust & Risk, PwC Australia

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Shehan Fonseka

Partner, Treasury Advisory, PwC Australia

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Financial Services Tax Leader, PwC Australia

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Partner, Financial Services Leader - Financial Advisory, PwC Australia

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Alastair Findlay

Partner, Assurance, PwC Australia

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