Skip to main content

Compression firms vie to ease Libor switch

Quantile and TriOptima launching services to tear up Libor swaps and replace with new rates

swaps-compression

Market participants may get help in kicking their Libor habit. At least two providers of swaps compression services – which tear up and replace trades – are currently tweaking their technology so Libor-linked swaps can be exchanged for those referencing new risk-free rates (RFRs).

Quantile Technologies aims to have its first live run before the end of June. It will close out short-dated Libor

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Want to know what’s included in our free membership? Click here

Show password
Hide password

Most read articles loading...