Finadium has proposed the formation of an industry working group to tackle what risks must be managed in the LIBOR to SOFR transition and how this will be attainable in practice. Our review of academic and industry commentary shows that this remains a real outstanding question.
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[…] from Libor to Sofr will be rocky. More than 80 per cent of Libor-linked financial instruments will mature by the end of 2021, but many will be renegotiated, and the rest must be converted. Libor is unsecured and Sofr uses […]