While the drivers of the LIBOR transition are well known, less clearly understood are the issues caused by the changes in interest calculation when using risk-free rates (RFRs).
This paper explores the complications and how they can be addressed through use of an index.
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Isabelle Laurent is Deputy Treasurer & Head of Funding at the European Bank for Reconstruction and Development, where she has been working since April 1997.
Giulia Franzutti is Principal Funding Officer at the European Bank for Reconstruction and Development, where she has been working since March 2014.
Pedro Porfirio leads the global field and customer engagement with capital markets customers and prospects. Based in London, Pedro drives the growth of the company’s entire capital markets business line spanning treasury, capital markets, and investment management. Pedro joined Finastra from Calypso Technology where he worked as Chief Product Officer, and brings over 25 years’ experience in banking and technology. Pedro holds an aerospace engineering degree from ITA in Brazil and an MBA from University of Michigan.