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PODCAST
16 Jan 2020|Moody's Investors Service
Masako Oshima and Greg O'Reilly from the structured finance team discuss the behaviour of a new set of global reference rates, which are set to replace outgoing equivalent term rates. >> Read the Report
Video
03 Oct 2019|Moody's Investors Service
Neal Shah and Anthony Parry from Structured Finance, discuss which segments of the $700 billion plus Libor-tied securitization notes poised to remain outstanding through 2021 are most vulnerable to the risk posed by Libor transition.
VIDEO
SECTOR IN-DEPTH
17 Sep 2019|Moody's Investors Service
Most US public finance issuers do not have exposure to Libor. We expect issuers that do to articulate plans to address transition risk by early 2021.
SECTOR IN-DEPTH
07 Jun 2019|Moody's Investors Service
Swaps that continue referencing Libor after 2021 will face legal and economic risks that could have credit negative implications for legacy structured finance transactions.
SECTOR COMMENT
04 Jun 2019|Moody's Investors Service
On 31 May, the Federal Reserve-sponsored Alternative Reference Rates Committee (ARRC) released recommended benchmark fallback language for securitization contracts in anticipation of the retirement of the London Interbank Offered Rates (Libor) after 2021.
VIDEO
08 May 2019|Moody's Investors Service
In this video, Neal Shah, Managing Director, Structured Finance, and Colin Ellis, Managing Director, Credit Strategy, discuss how the global securitization and covered bonds markets are progressing towards a world without Libor.
SECTOR IN-DEPTH
09 May 2019|Moody's Investors Service
Structured finance market participants are making progress in addressing Libor transition risks in new transactions. However, even new contract language often leaves risks.
SECTOR IN-DEPTH
16 May 2019|Moody's Investors Service
The discontinuation of Interbank Offered Rates (IBORs) in 2021 exposes large banks, insurance companies and asset managers to an array of financial, operational, legal, regulatory and technological risks.