The move from monthly reporting back to quarterly reporting means the next reporting position after December 2021 will be March 2022.
December 24, 2021The user guide outlines best practices for transitioning new exchange-traded derivatives activity to SOFR activity in the near term.
December 21, 2021BBSW/LIBOR will shift to BBSW/SOFR in cross currency basis swaps trading, though the move presents challenges inherent to an IBOR/RFR pairing.
November 30, 2021The working group will provide information and education to market players and recommendations on alternative benchmark rates.
November 29, 2021In the fourth quarter, the frequency at which banks have to report data to the HKMA will also increase from quarterly to monthly, with a simplified reporting template.
August 20, 2021The ARRC said the change, proposed for 26 July, will allow it to formally recommend forward-looking SOFR term rates published by CME Group.
June 9, 2021The guidelines say alternative volatility estimates may be used value new ARR options in cases where there is not enough implied interest rate volatility data.
March 31, 2021ISDA was recognised for its work to implement robust contractual fallbacks for derivatives referencing key IBORs as well as pre-cessation fallbacks for LIBOR over the past two years.
December 15, 2020Interbank bond repo rates have been based on actual transactions for over 20 years, the PBOC said, pledging to enhance its benchmark interest rate system.
September 1, 2020Feedback is sought on fallbacks for cash products referencing JPY LIBOR. Under the plan, issuance of new LIBOR based loans and bonds will cease by mid-2021.
August 10, 2020