The June 30, 2023 deadline for publishing the five remaining US dollar Libor rates marked a critical milestone in the Libor transition process. This date signified the final stages of the Libor phase out and triggered a future with alternative risk-free rates, such as SOFR for dollar-denominated derivatives and loans.
As expected, working with SOFR is producing several challenges for institutions. In this Q&A, five Numerix experts discuss the various issues tied to SOFR that are impacting the market. These include:
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