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Market Infrastructure
ISDA Consultation on LIBOR Pre-Cessation Reveals Mixed Results
By Editors | 12/08/2019
ISDA received responses from 89 entities expressing a “wide variety of views” on whether and how to implement a pre-cessation trigger, with no clear majority for any approach.
Market Infrastructure
ISDA Begins Review of Post-trade Services
By Editors | 09/08/2019
ISDA is conducting targeted surveys to identify opportunities for greater automation, reduced operational risk and lower costs in post-trade services.
Market Infrastructure
LIBOR Transition Presents Opportunity to Gain Market Share
By Matthieu Sachot | 08/08/2019
Financial institutions should be treating the LIBOR transition as an opportunity to strengthen client relationships and win market share, says Matthieu Sachot at Chappuis Halder & Co.
Market Infrastructure
ISDA Unveils Preliminary Results of 2nd IBOR Fallbacks Consultation
By Manesh Samtani | 31/07/2019
For USD LIBOR, HIBOR and CDOR fallbacks, respondents prefer ‘compounded setting in arrears’ for the adjusted RFR and the ‘historical mean/median approach’ for spread adjustments.
Market Infrastructure
BCBS, IOSCO Agree One-year Phased Extension of Initial Margin Rules
By Editors | 23/07/2019
Initial margin requirements for firms with uncleared derivatives exceeding $8bn have been extended to September 2021; firms exceeding a $50bn threshold will have to comply in September 2020.
Market Infrastructure
BOJ Publishes Consultation on JPY Interest Rate Benchmarks
By Editors | 03/07/2019
The consultation paper presents and evaluates five options that can be used as alternative benchmarks upon transition and as fallback replacement benchmarks.
Market Infrastructure
ISDA Calls for Consistency in Implementation of Margin Rules
By Manesh Samtani | 18/06/2019
In order to maximise efficiency, minimise risk and reduce market fragmentation, national regulators must strive for harmonised margin requirements across the globe, ISDA says.
Market Infrastructure
ISDA Chief Urges Accounting Bodies to Prioritise Benchmark Reform
By Editors | 12/06/2019
ISDA chief Scott O’Malia says market participants need clarity from the IASB and FASB on the accounting implications of a switch from IBORs to RFRs.
Market Infrastructure
Banks Should Start Considering HONIA Products – HKMA
By Manesh Samtani | 03/06/2019
HKMA Deputy Chief Howard Lee says global banks are the “best equipped” and should be taking the lead in the transition to alternative reference rates.
Market Infrastructure
ISDA Chief Says the End is in Sight for IBOR Fallbacks
By Manesh Samtani | 30/05/2019
ISDA chief Scott O’Malia says one year from now, robust fallbacks should be in place for derivatives contracts referencing LIBOR and other IBORs.
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