IBOR Transition

Creating a blueprint for LIBOR transition

January 7, 2021 - 2:35 minutes

Leveraging our knowledge and research on LIBOR transition and SOFR rates, we created an optimal legacy bond swap for Federal Farm Credit Bank (FFCB). The swap can be viewed as a potential playbook for clients stuck with outstanding legacy cash bonds linked to LIBOR past 2021.

Disclaimer

Priya Misra headshot


Managing Director and Global Head of Rates Strategy, TD Securities

Priya Misra headshot


Managing Director and Global Head of Rates Strategy, TD Securities

Priya Misra headshot


Managing Director and Global Head of Rates Strategy, TD Securities

Eileen Solla-Diaz head shot


Managing Director and Head of Public Finance & U.S. Agency Debt Capital Markets, TD Securities

Eileen Solla-Diaz head shot


Managing Director and Head of Public Finance & U.S. Agency Debt Capital Markets, TD Securities

Eileen Solla-Diaz head shot


Managing Director and Head of Public Finance & U.S. Agency Debt Capital Markets, TD Securities

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