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Seven Lessons in Liquidity
The Future Without Libor, Part II: How Will Non-Derivative Markets Transition to Alternative Rates?
Blog

The Future Without Libor, Part II: How Will Non-Derivative Markets Transition to Alternative Rates?

The Future Without Libor, Part II: How Will Non-Derivative Markets Transition to Alternative Rates?

As the transition away from Libor (the London Interbank Offered Rate) as the industry-preferred floating-rate benchmark continues, many investors are raising concerns about how both new and existing short-term and floating-rate instruments currently indexed to Libor will adjust when Libor is no longer available.

The Future Without Libor, Part I: Transition Framework for Derivatives
Blog

The Future Without Libor, Part I: Transition Framework for Derivatives

The Future Without Libor, Part I: Transition Framework for Derivatives

Many investors wonder what will happen in their portfolios following the retirement of Libor as the predominant floating-rate benchmark index. The derivative industry, including investment managers, is preparing for the transition, though uncertainties remain.

Courtney Garcia

Portfolio Risk Manager

Ms. Garcia is an executive vice president and portfolio risk manager in the Newport Beach office. She serves on PIMCO’s counterparty risk and pricing committees. Prior to joining PIMCO in 2007, she was an associate in the collateralized debt obligation structuring group at Barclays Capital and a research analyst at Cadogan Management. She has 13 years of investment experience and holds a master's degree in financial engineering from the University of California, Berkeley and a bachelor's degree in applied mathematics from Columbia University.