Author: Hannah Patterson

LIBOR reform webinar: structured notes and repackagings

The Derivatives and Structured Products team hosted a webinar on 6 May 2021 and discussed the impact of the transition away from LIBOR on new and legacy structured notes and repackagings, focussing on: 

  • the use of compounded risk-free rates and some of the challenges faced in relation to ‘non-linear’ securitised derivatives
  • the operation of fallbacks in legacy structured products documentation
  • regulatory and conduct risk considerations
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