Earlier this month the New York Fed announced that there will be no SOFR rate published on or for Friday, April 7th even though April 7th is a U.S. Government Securities Business Day (USGSBD).
On October 12th ISDA hosted a webinar together with the LSTA, LMA and Linklaters covering the RFR-related provisions in ISDA’s documentation, as well as how counterparties can hedge RFR-linked loans. The webinar recording, as well as the slide presentation and other materials, is now available on the ISDA website. The webinar recording only, can be...
