Insights

LIBOR’s Sunset and AMERIBOR’s Dawn

April 28, 2021
Intelligence That Works

An overview of the transition away from LIBOR

With a definitive end date of June 30, 2023, and strong regulatory pressure to stop originating new LIBOR contracts by December 31, 2021, the end of LIBOR is clearly in sight. However, while SOFR has received the most attention as a potential replacement reference rate, market participants should consider the advantages of The American Financial Exchange’s (AFX) AMERIBOR® Benchmark.

BRG’s Paul Noring and Jeffrey Armstrong joined Dr. Richard L. Sandor (AFX) to cover key topics related to the transition, including:

  • AFX history and an overview of AMERIBOR
  • Comparison of AMERIBOR, SOFR, and LIBOR over the COVID period
  • AMERIBOR’s IOSCO compliance
  • Market efficiency considerations of AFX platform
  • Highlights of an AFX member survey conducted by BRG professionals
  • Presentation of AMERIBOR Term-30 and AMERIBOR Term-90

Watch the recording.

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