LIBORcast

Interest Rate Caps, Derivatives and Value Transfer with Chatham Financial

November 10, 2020 Dechert LLP
Interest Rate Caps, Derivatives and Value Transfer with Chatham Financial
LIBORcast
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LIBORcast
Interest Rate Caps, Derivatives and Value Transfer with Chatham Financial
Nov 10, 2020
Dechert LLP

What is the current state of the derivatives market, and could the LIBOR transition lead to market fragmentation? In this episode, Dechert and guests from Chatham Financial discuss the latest on SOFR interest rate caps, the price of SOFR-based products, value transfer in the LIBOR transition and more. Original episode date: August 14, 2020 

Show Notes

What is the current state of the derivatives market, and could the LIBOR transition lead to market fragmentation? In this episode, Dechert and guests from Chatham Financial discuss the latest on SOFR interest rate caps, the price of SOFR-based products, value transfer in the LIBOR transition and more. Original episode date: August 14, 2020