Leaving Libor: The Road to Risk Free Rates

Episode 3 September 11, 2020 00:32:40
Leaving Libor: The Road to Risk Free Rates
Ahead of the Curve
Leaving Libor: The Road to Risk Free Rates

Sep 11 2020 | 00:32:40

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Show Notes

In this Episode of Ahead of the Curve, John Pucciarelli – Head of Industry & Regulatory Strategy at AcadiaSoft is joined by guest speaker Ann Battle, Head of Benchmark Reform at ISDA (International Swaps & Derivatives Association). Ann provides us with her expert insight into why we are transitioning from IBOR benchmarks towards RFRs (Risk Free Rates). This in-depth analysis is both educational and informative as John and Ann share the shortcomings of existing interest rate benchmarks and the benefits of moving towards a more robust and viable system that is not based on IBOR style panel bank rate submissions.

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