Calypso Learning Services

The end of 2021 remains the deadline to transition from LIBOR and other interbank lending rate benchmarks to the new risk-free rates (RFRs).

Trading on the new RFRs has already started and liquidity for RFR referencing instruments is expected to keep increasing through H2 2020, particularly with the adoption of RFRs by CCPs, who are switching over from Fed Fund discounting to SOFR discounting in October.

On September 15th & 17th, Client Webinar to outline the impact of the transition on the different elements of Calypso, and discuss where/how we can help to ensure they are ready for the end 2021 transition date was conducted.

During the event, guest panelists from CME and EUREX will join our in-house LIBOR experts to provide answers to the following questions:

• What is the market liquidity for new RFR products?
• What should firms expect of the new CCP discounting approach?
• When should firms start preparing for the fallback?
• What is the Calypso LIBOR offering?