Clearing of legacy Libor swaps

- Commercial Editorial
- 10 Dec 2021

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Phillip Whitehurst, LCH, discusses the most disruptive aspects of all the conversions of non-US dollar Libor trades that will have happened by the end of the year, how LCH is dealing with legacy swaptions that settle into cleared swaps and how this solution will be applied for the US dollar Libor conversions.

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