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LIBOR: Unexpected News
In unexpected news today, the end of USD LIBOR has been extended to June 30,…
FASB Proposes ASU Expanding Topic 848 (Reference Rate Reform)
FASB Proposes an Accounting Standards Update Expanding Topic 848 (Reference Rate Reform)Respondent comments are due…
ISDA Fallback Protocol for Your Derivatives: Released on Friday
The eagerly anticipated ISDA IBOR Fallback Protocol was released on Friday, October 23, 2020. The…
Hedging for Financial Institutions – 2020 Update
The drop in rates in Q1 has increased the net cash payments on pay-fixed, receive-variable…
Reference Rate Reform: Economics & Accounting Treatment Impacts
We always encourage hedgers to consider the economics of a transaction before looking at the…
LIBOR Transition: Indirect Valuation Impacts
The direct impacts of the transition away from LIBOR to the use of an alternative…
LIBOR to SOFR: Are You Ready?
As LIBOR gets ready to end, SOFR is set to begin. While the derivatives market…
Top 5 Balance Sheet Hedges That Create Risky Positions
Once a company establishes a balance sheet program, it likely runs on auto-pilot from then…
What to Watch for as LIBOR Fades Into History
Businesses mired down by the impacts of COVID-19 are facing enough difficulties. But the march…