Confidently navigating clients through the transition of LIBOR to SOFR
Existing floating rate loans and any underlying derivative products may be exposed to various risks from a rate conversion event, which can include: Basis Risk, accrual and timing disparity, compounding differences, P&L Shift, Tax and Accounting Risk, and Legal Risk.
Our team is here to help you quantify any impact the LIBOR to SOFR transition may have on your portfolio and guide you through the best steps forward.