Libor Transition: Market Update

LIBOR Transition updates provide the latest news on global benchmark change

Stay up to date on the transition from LIBOR to alternative reference rates, including SOFR, SONIA, SARON, €STR and TONA. This semi-monthly update features PwC’s take on the adoption of the new risk-free reference rates, a summary of industry publications and key transition milestones. It covers interest rate benchmark reform developments in all major currencies and jurisdictions, providing analysis on the top developments.

1. Highlights

  • Knock knock, who’s there? LIBOR dealer polls
  • C-ya-la-DOR part II: Consultation on CDOR’s potential cessation
  • USD LIBOR swaps trading

2. RFR adoption: Derivatives

  • Futures
  • Swaps trading

3. Publications at a glance

  • National working groups
  • Regulators
  • Industry groups, infrastructure providers and other item

4. Target dates

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Alfredo Martinez

Partner, Trust & Risk, PwC Australia

Tel: +61 (2) 8266 5296

Shehan Fonseka

Partner, Treasury Advisory, PwC Australia

Tel: +61 (2) 8266 2000

Manuel Kapsis

Director, PwC Australia

Tel: +61 (2) 8266 6152

Sarah Hickey

Financial Services Tax Leader, PwC Australia

Tel: +61 2 8266 1050

Liam Collins

Partner, Financial Services Leader - Financial Advisory, PwC Australia

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Andrew Opie

Senior Manager, PwC Australia

Tel: +61 (3) 8603 1157

Lirize Loots

Director, PwC Australia

Tel: +61 (2) 8266 5083

Alastair Findlay

Partner, Assurance, PwC Australia

Tel: +61 (2) 8266 5738

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Barry Trubridge

Barry Trubridge

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Craig Cummins

Craig Cummins

Superannuation and Asset Management Leader, PwC Australia

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Noel Williams

Partner, FS Emerging Technologies Leader, PwC Australia

Tel: +61 416 661 332

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Sam Garland

Banking and Capital Markets Leader, PwC Australia

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