Is LIBOR Coming for You?

John Clarson, Director of Quantitative ServicesRecently, GTreasury Director of Quantitative Services, John Clarson, contributed to an article published by Finance Feeds, in which he provided his insights regarding the looming transition away from LIBOR. He was quoted as saying:

“The growing ecosystem of regional benchmarks brings new choices for discounting, whether your exposures are derivatives, cash products, or non-IR products like FX and commodities”, Mr. Clarson stated, adding some RFR markets bring about current liquidity concerns as well.

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