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Recent Swap Manipulation Cases

In recent years, the Commodity Futures Trading Commission (CFTC) filed two actions with facts so shocking the reader is forced to ask, ‘can this be how the industry really functions?’ The Complaints - The most recent...more

What You Need to Know: USD LIBOR Transition Period Extended Through 2023

Everything you need to know to be prepared for the LIBOR-SOFR transition. What to Know - It had been recommended that the US Dollar (USD) London Interbank Offered Rate (LIBOR) be replaced by the Secured Overnight...more

USD LIBOR Transition Period Extended Through 2023

Everything you need to know to be prepared for the LIBOR-SOFR transition. What to Know - ed that the US Dollar (USD) London Interbank Offered Rate (LIBOR) be replaced by the Secured Overnight Financing Rate (SOFR) as a...more

ISDA 2020 IBOR Fallbacks Protocol

The focus of regulators in the United States and the United Kingdom had been to correctly transition away from LIBOR due to past bank manipulations. After nearly two (2) years in the making, the International Swaps and...more

The End of LIBOR: Crucial Liquidity Measures by the Federal Reserve System

In order to deal with the tremendous recent market disruptions and related liquidity needs, the Federal Reserve System, through the Federal Reserve Bank of New York (New York Fed), on March 12 offered $500 billion in 3-month...more

The End of LIBOR: Further Market Liquidity Issues in Light of Market Turmoil

Last week, most observers focused on the more than 11% drop in the stock market due to public health and related supply concerns. In response, the Federal Reserve made an aggressive 50 basis point interest rate cut on March...more

The End of LIBOR: SOFR and Related Updates

Fed Liquidity – Recent Actual Infusions (1Q 2020) - Week of February 3rd - As recently reported, during the week of February 3rd, the New York Fed infused, through the repo market, an aggregate of $112.3 billion with...more

The End of LIBOR: SOFR Updates

Previous Repos - In the last Client Alert, it was reported that the New York Fed recently infused approximately $220 billion into the banking system – $70 billion of overnight repos and $150 billion in term repos....more

The End of LIBOR: SOFR Volatility and LIBOR Transition Update

The following is based upon the Fixed Income Market Structure Advisory Committee Panel meeting held on Monday, November 5 entitled ‘LIBOR Transition Update and SOFR Volatility,’ and related statements from the Federal Reserve...more

The End of Libor

For a variety of reasons, as has been widely reported, LIBOR is to cease to be published by the end of 2021 and this expected elimination of the index upon which financing transactions are based raises serious tax and non-tax...more

The End of Libor – Proposed Helpful Guidance for Borrowers from the Treasury Department for Tax Exempt Bond Obligors – With Some...

Many conduit tax exempt revenue bonds bear interest at a floating rate, most typically a percent of USD 1-month LIBOR (here, LIBOR). Many of these transactions have been synthetically “fixed” by the conduit borrower entering...more

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