The sunsetting of LIBOR has been in the making for a number of years. Preparations at all levels should be well in hand, especially since the ICE Benchmark Administration (IBA)  announced that it will continue publishing LIBOR fixings through June 2023.

What is not clear is whether banks and other market participants are adequately prepared to overcome challenges that will likely arise from pricing and risk managing the new ARR-based products and derivatives. Mark D’Arcy, President and CEO of FINCAD, shares his thoughts on this critical topic.

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