Libor webinar playback: spotlight on bonds

Panellists from Lloyds, RBC Capital Markets and TD Securities discuss efforts to switch to new lending benchmarks

The panel

  • Helen Bartholomew, editor-at-large, Risk.net
  • Ian Fox, group Ibor transition director, Lloyds Bank
  • Mark Byrne, director of syndicate, TD Securities
  • Sean Taor, head of European DCM and syndicate, RBC Capital Markets

The next 12 months will determine how rates markets cope with the death of Libor.

With transition efforts now entering their critical phase, Risk.net’s editorial team is running a series of quarterly webinars, breaking down the issues facing the market, tracking the progress made and highlighting the remaining questions. 

The second webinar, on March 25, focused on the bond markets. Subscribers can replay the webinar above, and find the other two here.

The conversation started by looking at the end-2021 transition target and public-sector response to the overwhelming impact of the spreading coronavirus. The panel also discussed attempts to standardise conventions in developing Sonia and SOFR new issue markets, the challenge of shifting legacy stock off Libor and the impact of recent market turbulence on new RFR issuance.

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