Brief update on risk free rates and credit adjustment spread

Back to All Thought Leadership

Most LIBOR settings have ceased to be published and despite of continuation of publication of certain US dollar LIBOR settings, no new US dollar LIBOR contracts are recommended to be entered into. Discussions on applicable and suitable credit adjustment spread (CAS) have become more common in the Swedish loan financing markets as market participants no longer automatically adopt the Bloomberg rates published on 5 March 2021 as the relevant spread adjustment.

Continue reading

Sign In

[login_form] Lost Password