More than US$350 trillion in derivatives and financial products are tied to LIBOR. Its impending replacement as a benchmark interest rate will have a significant impact on the world’s lending, borrowing and investing businesses as well as consumer mortgages, student loans and credit card interest rates. Hosted by members of Dechert’s Global Finance practice, LIBORcasts feature in-depth conversations with industry leaders and regulators as they navigate the LIBOR transition.
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As of January 1, 2022 the Financial Conduct Authority will no longer compel banks to quote LIBOR (and its variations) as a benchmark lending rate. The required transition is shaping up to be one of the most fundamental changes to the financial services industry in recent times. It is estimated that there are over $300 trillion of LIBOR-referencing mortgages, commercial loans, bonds and derivatives. The problem is global, complex and isn’t going away. Affected banks, insurers, and other finan ...
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PwC’s Financial Services risk and regulation podcast, discussing the latest developments affecting the industry, some insights from our work with clients, and our perspective on industry talking points. Led by host and PwC Partner Sarah Isted, who’s joined by a range of guests each month.
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Mayer Brown's Corporate Trust & Agency Podcast mini-series places a spotlight on topical issues and developments affecting the corporate trust and agency community. This 10 episode series provides a quick and easy way to stay on top of the current issues with 10-15 minute episodes.
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An Update on Rate Caps and Derivatives with Chatham Financial
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30:50
While the ARRC’s December 2021 deadline for no new LIBOR has come and gone, several market participants are still making new LIBOR contracts. The market is also adjusting to the expectation of rising interest rates in the near future. How is this all of this impacting interest rate caps and swaps, and what is the way forward? In this episode, Deche…
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The Last 100 Days of LIBOR: Episode 6 - The Syndicated Loan Market and CLOs
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41:25
The latest episode of our IBOR Transition podcast mini series, “The last 100 days of LIBOR” is now live. David Duffee and Sagi Tamir provide an overview of pricing developments in the syndicated loan market and how those developments may affect CLOs, including addressing the following: Dealing with multiple reference rates Managing spread adjustmen…
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The Last 100 Days of LIBOR: Episode 5 - The Derivatives Market
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21:55
The latest episode of our IBOR Transition podcast mini series, “The last 100 days of LIBOR” is now live. Edmund (Ed) Parker provides an overview of developments in the UK derivatives market, including addressing the following: Tackling “tough legacy contracts” Recent, and imminent regulatory and legislative developments An analysis of the scope of …
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The Last 100 Days of LIBOR: Episode 4 - The US Derivatives Market
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18:51
The latest episode of our IBOR Transition podcast mini series, “The last 100 days of LIBOR” is now live. Anna Pinedo provides an overview of developments in the US derivatives market, including addressing the following: New York State legislation regarding the discontinuance of LIBOR Managing the differences arising from the ARRC recommended use of…
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The Last 100 Days of LIBOR: Episode 3 - Anti Trust
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18:22
In this episode, Britt Miller and Thomas Panoff discuss antitrust conduct risk related to the transition process, including topics such as: An overview of key pending litigation potentially impacting the transition Guidance from antitrust regulators to trade associations and the financial services industry Pending federal and state legislation, and…
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A Conversation with Adam Schneider from Oliver Wyman
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27:15
Where does the LIBOR transition currently stand and what can we expect in 2022? In this 18th episode, Dechert’s Christopher Desmond and Jonathan Gaynor pose these questions to Oliver Wyman’s Adam Schneider. Our speakers also discuss the use and viability of alternative rates to LIBOR available today, proposed legislative solutions for legacy contra…
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The Last 100 Days of LIBOR: Episode 2 - Requirements of Regulators around the World
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29:09
This second episode is designed to support your ongoing efforts toward an orderly transition away from LIBOR by year end-2021. We discuss perspectives from the following regions: The United Kingdom: UK definition of “conduct risk”; UK regulators and legislative solutions; Europe: a comparison between EU member states; possible EU solutions and next…
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The Last 100 Days of LIBOR: Episode 1 - Conduct Risk Issues
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21:12
In this first episode of our IBOR Transition series, we introduce the following topics: Overview of Conduct Risk, and its importance during Q4 2021 to ensure orderly transition; Discuss a framework to assist with risk mitigationMayer Brown által
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Demystifying the Trust Instruction Proceeding with Wells Fargo’s Mike Johnson
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26:20
What should securitization trustees be concerned about regarding the LIBOR transition? In this episode, Dechert’s Matthew Hays and Wells Fargo Senior Company Counsel Mike Johnson discuss how issuers, investors and servicers can prepare for the transition as well as whether trust instruction proceedings (TIPs) may be used in connection with LIBOR la…
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LIBOR and the Loan Markets with LMA’s Kam Mahil
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40:50
Loan market products are widely viewed as presenting some of the more complex issues to be addressed in order to achieve a successful transition away from LIBOR. In this 16th episode, Kam Mahil of the Loan Market Association (LMA) discusses aspects of LIBOR transition relevant to the international loan markets with Dechert's Sarah Smith and Karen S…
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Freddie Mac on Market Leadership During LIBOR Transition
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26:03
Will borrowers accept SOFR? In the 15th episode of our LIBORcast series, Dechert’s Matthew Hays and guests from multifamily market leader Freddie Mac discuss the latest on SOFR and the broader LIBOR transition from a legal, origination, servicing and investing perspective, including Freddie Mac’s background in originating SOFR loans and securitizin…
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Assessing the Post IBOR Cessation US Litigation Risk Landscape
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38:19
In this latest webinar in our IBOR Transition series, we will discuss the recent New York LIBOR legislation and analyze some of the key litigation risks that the cessation of LIBOR presents in spite of such legislation. Mark Hanchet, Jenn Rosa, Chris Houpt and Anjanique Watt will cover topics such as: The scope and impact of the April 6 New York le…
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The IBOR Transition End Game: The State of Play in Sterling Loan Markets
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37:58
In this latest in our LIBOR Transition series, Mayer Brown Partner Ash McDermott and UK Finance LIBOR Transition Director Daniel Cichocki will focus primarily on the impact of recent announcements and development on market participants, including:What Banks and borrowers should be planning to do for the remainder of 2021; The impact of recent annou…
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An Update for Derivatives
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45:13
In this latest webinar in our IBOR Transition series, we will reflect on the impact of recent developments for derivative based products. Edmund Parker and Patrick Scholl will look at: How successful has the ISDA Protocol been? What does the FCA Announcement on the future cessation or loss of representativeness of all 35 LIBOR benchmarks mean in th…
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Ambiguity and Confusion Surround the End of LIBOR
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37:46
In this latest webinar in our IBOR Transition series, David Duffee, Adam Wolk and Mary Jo Miller reflect on the recent IBA and FCA announcements on the cessation of LIBOR and introduce the following topics: What is “synthetic LIBOR” and why won’t it work in the United States (but will work in Europe)? Fallbacks in 2021 – are US regulators mandating…
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"One Rate to Rule Them All:” KKR’s Tal Reback on LIBOR Transition
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30:25
What impact have the March 2021 ICE Benchmark Administration (IBA) announcements had on LIBOR transition efforts? In this episode, Dechert’s Matthew Hays and KKR’s Tal Reback discuss where preparations for the transition stand today as well as the impact of a multi-rate environment, whether the market should wait for term SOFR and more.…
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ISDA’s Scott O’Malia on Transition State of Play
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29:46
Do recent developments mean "pens down" on LIBOR transition plans? And how do those developments affect ISDA’s work on benchmark reform? In this 13th episode of the Dechert LIBORcast, Matt Hays and Karen Stretch pose these questions and more to ISDA CEO Scott O’Malia.Dechert LLP által
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New Year’s Resolutions for LIBOR with Oliver Wyman
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30:41
Will 2021 bring us closer to a replacement for LIBOR? In the 12th episode of our LIBORcast series, Dechert’s Matt Hays and Adam Schneider, an Oliver Wyman partner and LIBOR lead, discuss where the transition stands at year-end, including the economic impact of the LIBOR extension, the future and timing of Term SOFR, market preparedness and engageme…
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Goldman Sachs MD Jason Granet on LIBOR Extension News
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30:40
The IBA’s announcement that it is consulting on plans to extend LIBOR until June 2023 is welcome news to many market participants, but will it pave the way for a smoother transition? In this episode, Dechert’s Matt Hays and Goldman Sachs managing director Jason Granet discuss the latest news on the extension and how industry participants can make t…
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LIBOR Transition Through a Buy-Side Lens with AIMA’s Adam Jacobs-Dean
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31:28
Is LIBOR transition a sell-side issue only, as some have suggested? In this episode, Dechert's Sarah Smith and Karen Stretch discuss what the transition means for the buy-side with Adam Jacobs-Dean of the Alternative Investment Management Association (AIMA), as well as what AIMA members are saying about the impact of LIBOR transition on derivatives…
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SFA’s Kristi Leo on Market Fragmentation
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28:11
Could the LIBOR transition be delayed if it proves too chaotic? Dechert’s Matt Hays and Kristi Leo of the Structured Finance Association discuss the possibility, as well as concerns over market fragmentation if participants elect to use different benchmark rates. Episode date: October 5, 2020Dechert LLP által
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LSTA Addresses LIBOR Transition Impact on Loans and CLOs
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25:25
Could Daily Simple SOFR be the best replacement rate for the loan market? Dechert and LSTA’s Meredith Coffey discuss why that may be the case, as well as which parts of the market are most prepared for the LIBOR transition and what CLO and loan market participants should be thinking about when they’re looking at their portfolios. Original episode d…
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Timing, Alternative Rates and Tough Legacy Issues with the Federal Reserve Board
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34:30
Could LIBOR be unavailable before 2022? Dechert and David Bowman of the Federal Reserve’s Board of Governors discuss the likelihood that regulators further specify the timeline for discontinuance as well as whether market participants should wait for Term SOFR before moving away from LIBOR and what they should do about their tough legacy instrument…
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Lender Preparedness with Mortgage Bankers Association’s Mike Flood
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24:34
Are all lenders ready for the LIBOR transition, regardless of size? In this episode, Dechert and Mike Flood of the Mortgage Bankers Association (MBA) discuss whether the transition is likely to be smooth sailing or chaos, when we may see the first conventional lending based on SOFR, and what the MBA is doing to help the market adjust. Original epis…
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CREFC and the Trade Organization Perspective
28:18
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28:18
How have trade organizations been addressing the impending LIBOR transition? In this episode, guests from the Commercial Real Estate Finance Council (CREFC) share what their bank and non-bank members have been saying about LIBOR, as well as what they are hearing from the CMBS servicer community. Original episode date: August 20, 2020…
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Interest Rate Caps, Derivatives and Value Transfer with Chatham Financial
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33:03
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…
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The FCA’s LIBOR Perspective and Impact
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39:40
How should the asset management industry prepare for the LIBOR transition? In this episode, guests from the UK’s Financial Conduct Authority discuss the regulator’s approach to the transition, including highlights from the likely roadmap between now and December 2021 as well as actions market participants can take to be ready. Original episode date…
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LIBOR Transition: The Rating Agency Perspective
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28:32
How will the payment of interest be affected by the transition from LIBOR to another reference rate? Dechert and guests from Fitch Ratings discuss what to expect, as well as the credit rating agency’s perspective on operational, legal, reputational and basis risks. Original episode date: July 21, 2020…
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ISDA’s Ann Battle on Benchmark Reform
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34:16
What role does the International Swaps and Derivatives Association (ISDA) have in the LIBOR transition? In this episode, Dechert and ISDA’s Ann Battle take a whistle-stop tour through benchmark reform, including what the buy-side can expect, considerations for late-adopters, the scope of ISDA’s impact on other trades and more. Original episode date…
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Exploring Credit Sensitive Alternatives to SOFR
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18:13
The Alternative Reference Rates Committee (ARRC) has selected Secured Overnight Financing Rate (SOFR) as the replacement for LIBOR in the US. However, a group of US banks — primarily non-money centers have expressed concerns about the use of SOFR as the replacement benchmark for LIBOR. They argue that during times of economic stress, SOFR would dec…
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The ISDA Fallback Protocol: Part 2
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20:03
In this second part, Mayer Brown partners Ed Parker, Chris Arnold and Curtis Doty will focus on an analysis of the protocol and answer questions such as: “What are the key implications for loan markets? and “Who are the likely adherents to the protocol?”Mayer Brown által
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The ISDA Fallback Protocol: Part 1
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39:18
Mayer Brown partners Ed Parker, Chris Arnold and Curtis Doty will discuss the key features of the protocol and its underlying document template as well as issues such as adherence to the protocol and key timing milestones. In the second part of the edition, we will focus on an analysis of the protocol and answer questions such as: “What are the key…
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SOFR Loan Documentation: 8 things for lenders and borrowers to consider
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40:01
Mayer Brown Partners David Duffee, Jennie Kratchovil, Adam Wolk and Paul Forrester discuss 8 key things that both borrowers and lenders need to focus on when documenting SOFR loans in the face of the Alternative Reference Rates Committee (ARRC) hardwired approach on SOFR.Mayer Brown által
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Issues Impacting Floating Rate Notes, Preferred Stock, Depositary Shares, and Capital Securities: Part 2
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26:06
Join Mayer Brown partners Anna Pinedo and Paul Forrester for the second of our two part edition focusing on the key LIBOR related issues impacting Floating Rate Notes (FRNs), Preferred Stock, Depositary Shares, and Capital Securities. In this part, we will focus specifically addressing LIBOR based Preferred Stock, Depositary Shares, and Capital Sec…
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Issues impacting Floating Rate Notes, Preferred Stock, Depositary Shares, and Capital Securities: Part 1
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36:00
In the latest in our LIBOR Transition Webinar Series, join Mayer Brown partners Anna Pinedo and Jerry Marlatt and Counsel Bradley Berman for the first in this two part edition focussing on the key LIBOR related issues impacting Floating Rate Notes (FRNs), Preferred Stock, Depositary Shares, and Capital Securities. In this part, we will focus specif…
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It's later than you think! Part 2
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29:17
Welcome to Part 2 of the latest instalment where Mayer Brown partner Oral Pottinger and Morae managing director Christopher Cahn, continue to discuss the 10 steps you should take within the next 100 days to ensure that you have a solid foundation for successful execution of your IBOR transition strategy.…
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It's later than you think! Part 1
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29:30
In the latest instalment of our LIBOR Transition series of webinars and podcasts, Mayer Brown partner Oral Pottinger and Christopher Cahn, Managing Director from Morae discuss the 10 things that you need to do in the next 100 days to ensure that you have a solid foundation for successful execution of your IBOR transition strategy.…
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Key Points for the Loans Market and Linked Derivatives Hedging Arrangements
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48:36
As the deadline for the transition away from IBORs fast approaches, our global focus on the loans market and derivatives continues to help participants in the loans and derivatives markets ready themselves for the changes to alternative risk-free rates. Mayer Brown partners Ed Parker, Trevor Borthwick, Ash McDermott and David Duffee, and senior ass…
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The SEC OCIE Examination: A Practical Guide to Achieving "LIBOR Transition Preparedness"
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31:48
Mayer Brown’s Marlon Paz and Leslie Cruz and Morae’s Heidi Rudolph discuss their views on the focus of the OCIE announcement, specific and practical actions that affected organisations need to take to achieve “preparedness” and how organisations can start to build a programmatic approach to responding to the OCIE’s announcement.…
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Are you Prepared for the LIBOR Sunset?
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19:31
Mayer Brown partner Paul Forrester and Joy Saphla, President, Strategic Solutions from Morae discuss the broader landscape as well as sharing insight into the collaboration between Morae Global and Mayer Brown.Mayer Brown által
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CMBS Servicing and Covid-19
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11:20
Gary Silverman considers the CMBS servicing role in the current climate.Mayer Brown által
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LIBOR Transition: What Loan Agents and Bond Trustees Need to Know: a UK Perspective
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12:25
Gary Silverman looks at some of the issues that LIBOR transition raises for loan agents and bond trustees.Mayer Brown által
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Key Points for Derivatives, Structured Finance and Loan Hedging
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39:39
Mayer Brown partners Ed Parker and Patrick Scholl, counsel Nanak Keswani and Bradley Berman, and senior associate Emma Khoo for a discussion that will cover the latest market updates on IBOR replacement, transition from EONIA under ISDA and DRV, issues and considerations for other structured products in the United States, including CMS rate-linked …
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Indemnities: Points to Consider
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10:29
Gary Silverman looks at some key issues in relation to the drafting of indemnities from a bond trustee and security agent perspective.Mayer Brown által
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Gary Silverman looks at the possibility of convening noteholder meetings by teleconference or videoconference in light of the COVID-19 social distancing measures that affect the holding of physical noteholder meetings.Mayer Brown által
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Proposed US Federal Tax Regulations
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38:32
On October 8, 2019, the US Internal Revenue Service released proposed regulations addressing the US federal tax consequences of replacing an interbank offered rate (IBOR) with a successor rate. The proposed regulations generally provide the circumstances in which the replacement of an IBOR with a fallback rate, or an addition of a fallback mechanic…
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Transforming compliance in a world of AI - S1E4
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25:47
How are artificial intelligence and machine learning transforming the way financial services firms do business, and how can firms ensure they’re meeting regulatory expectations? What might the compliance function of the future look like? Host Sarah Isted and PwC guests Leigh Bates and George Povall discuss these questions and many more, as we look …
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Vulnerable customers and the future regulatory agenda - S1E3
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14:13
Host Sarah Isted is joined by PwC guests Sarah Nield and Conor MacManus. We discuss how firms should navigate regulatory expectations around how they treat vulnerable customers, as well as looking ahead to what’s on the regulatory agenda for 2020 and beyond. If you’d like to discuss any of the issues raised in this episode with our speakers, please…
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![Artwork](/static/images/128pixel.png)
1
Tackling operational resilience and climate risk - S1E2
17:52
17:52
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17:52
Host Sarah Isted is joined by PwC guests Stella Nunn and Jon Williams. We discuss how financial services firms are developing their approaches to operational resilience (and why impact tolerances are like being punched in the face), and the risks and opportunities presented by climate risk.PwC UK által
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1
Navigating disruption and LIBOR transition - S1E1
18:45
18:45
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18:45
Host Sarah Isted is joined by PwC guests Nassim Daneshzadeh and Arthur Hughes-Hallett. We discuss how firms are navigating the challenges relating to LIBOR transition, and how firms can maximise the opportunities arising from industry disruption more broadly. You can follow Sarah and Nassim on Twitter: @SarahIsted1 and @NassimDaneshza1…
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