Tag Archives: ISDA

Feb 11, 2021

Market Updates on the LIBOR Transition

This year will be key in the London Inter-Bank Offered Rate (LIBOR) transition. After consultation on ending the publication of LIBOR in USD, GBP, EUR, CHF, and JPY, the administrator of LIBOR, the ICE Benchmark Administration (IBA), may announce its decision soon. The announcement of LIBOR cessation would trigger the spread adjustment to be fixed…

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Aug 6, 2014

U.S. Debt Markets/CDS reaction to Argentina Credit Default

On Wednesday, July 30th, S&P cut the credit rating on Argentina’s foreign currency bonds to “selective default” after they failed to reach a deal with holdout bondholders from their last default in 2001. US Treasuries initially sold off only to recover, investment grade corporate bond markets had a somewhat muted reaction, while high yield and…

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