This paper examines how the IBOR Reform affects interest rate swaps (IRS), focusing on Euro and US Dollar. The effects are derived by (1) studying publications from the standard setting bodies behind the reforms and (2) by analyzing swap conventions and clearing eligibility criteria at LCH, CME,...

This paper examines how the IBOR Reform affects interest rate swaps (IRS), focusing on Euro and US Dollar. The effects are derived by (1) studying publications from the standard setting bodies behind the reforms and (2) by analyzing swap conventions and clearing eligibility criteria at LCH, CME,...