George Masterson

George Masterson

Bass, Berry & Sims PLC

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Demise of LIBOR: Overview of Possible Basis Risk for Swapped Floating Rate Loans

Basis Risk of Floating Rate Loans - In connection with the likely cessation of LIBOR as a viable index at the end of 2021 or earlier, any borrower with floating rate loans based on LIBOR that has hedged, or plans to hedge,...more

6/24/2020  /  Floating Interest Rates , Hedge Funds , Interest Rate Swaps , ISDA Master Agreement , Libor , Secured Overnight Funding Rate (SOFR)
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