ISDA finds market participants prefer historical mean/median spread adjustment for LIBOR replacements
Bank of England: discussion paper on risk management approach to collateral referencing LIBOR for use in the Sterling Monetary Framework
ICE Benchmark Administration Successfully Completes the Transition of LIBOR Panel Banks to the Waterfall Methodology
ARRC Releases Consultations on Fallback Contract Language for Floating Rate Notes and Syndicated Business Loans for Public Feedback