The latest episode of our IBOR Transition podcast mini series, "The last 100 days of LIBOR" is now live. David Duffee and Sagi Tamir provide an overview of pricing developments in the syndicated loan market and how those developments may affect CLOs, including addressing the following:

• Dealing with multiple reference rates
• Managing spread adjustments in SOFR deals and deals transitioning to SOFR
• Synthetic LIBOR

The latest episode of our IBOR Transition podcast mini series, "The last 100 days of LIBOR" is now live. Edmund (Ed) Parker provides an overview of developments in the UK derivatives market, including addressing the following:

• Tackling "tough legacy contracts"
• Recent, and imminent regulatory and legislative developments
• An analysis of the scope of the ISDA protocol and supplements
• The impending cessation of EONIA and its replacement with ESTR

The latest episode of our IBOR Transition podcast mini series, "The last 100 days of LIBOR" is now live. Anna Pinedo provides an overview of developments in the US derivatives market, including addressing the following:

• New York State legislation regarding the discontinuance of LIBOR
• Managing the differences arising from the ARRC recommended use of SOFR and the direction of the derivatives market
• Mismatches between loans and the related hedges
• The CFTC's SOFR-First Transition Initiative
• Using credit sensitive rates

In this episode, Britt Miller and Thomas Panoff discuss antitrust conduct risk related to the transition process, including topics such as:

• An overview of key pending litigation potentially impacting the transition
• Guidance from antitrust regulators to trade associations and the financial services industry
• Pending federal and state legislation, and
• Guidance in navigating common antitrust concerns as part of the transition.

This second episode is designed to support your ongoing efforts toward an orderly transition away from LIBOR by year end-2021. We discuss perspectives from the following regions: The United Kingdom: UK definition of "conduct risk"; UK regulators and legislative solutions; Europe: a comparison between EU member states; possible EU solutions and next steps; Hong Kong and APAC: IBOR transition in HK; a comparison between HK and other regions; a view from Japan and Singapore; US: Statements by banking regulators on stopping LIBOR issuances this year; NY State LIBOR legislation; Federal LIBOR legislation status; ARRC adoption of CME forward-looking Term SOFR and related statements

In this first episode of our IBOR Transition series, we introduce the following topics: Overview of Conduct Risk, and its importance during Q4 2021 to ensure orderly transition; Discuss a framework to assist with risk mitigation

In this latest webinar in our IBOR Transition series, we will discuss the recent New York LIBOR legislation and analyze some of the key litigation risks that the cessation of LIBOR presents in spite of such legislation. Mark Hanchet, Jenn Rosa, Chris Houpt and Anjanique Watt will cover topics such as: The scope and impact of the April 6 New York legislation; Potential constitutional challenges to the New York legislation; Gaps that remain, and the litigation risks they pose; An update on progress of potential federal legislation.

In this latest in our LIBOR Transition series, Mayer Brown Partner Ash McDermott and UK Finance LIBOR Transition Director Daniel Cichocki will focus primarily on the impact of recent announcements and development on market participants, including:What Banks and borrowers should be planning to do for the remainder of 2021; The impact of recent announcements on market participants who may not be regulated in the UK (eg. funds, international banks); and Further predicted developments in 2021.

In this latest webinar in our IBOR Transition series, we will reflect on the impact of recent developments for derivative based products. Edmund Parker and Patrick Scholl will look at: How successful has the ISDA Protocol been? What does the FCA Announcement on the future cessation or loss of representativeness of all 35 LIBOR benchmarks mean in the context of the Protocol? What impact will the US " Legislative solution" which became law this week have on US tough legacy contracts? How do you prepare for non-standard remediation? What do I need to know about the German Banking Association's "Supplementary Agreement for IBOR succession".