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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.

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.

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Jerome M. Schneider

Head of Short-Term Portfolio Management


Mr. Schneider is a managing director in the Newport Beach office and head of short-term portfolio management and funding. Morningstar named him Fixed-Income Fund Manager of the Year (U.S.) for 2015. Prior to joining PIMCO in 2008, Mr. Schneider was a senior managing director with Bear Stearns. There he most recently specialized in credit and mortgage-related funding transactions and helped develop one of the first "repo" conduit financing companies. Additionally, during his tenure at Bear Stearns he held various positions on the municipal and fixed income derivatives trading desks. He has 24 years of investment experience and holds an undergraduate degree in economics and international relations from the University of Pennsylvania and an MBA from the Stern School of Business at New York University.