All posts tagged "benchmark"
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360JapanRefinitiv Set to Launch Tokyo Swap Rate Fallback
The Tokyo Swap Rate Fallback is based on a static spread adjustment and the Tokyo Swap Rate (for swaps referencing TONA), which was launched in October.
December 13, 2021 -
488EuropeLSEG, JPX to Develop Climate Indices for Japan Equity Market
The new indices will enable investors to reallocate capital based on the climate credentials and carbon performance of the constituent companies in the index.
November 8, 2021 -
282EnforcementCFTC Pays Record-breaking $200m Whistleblower Award
The award is the largest whistleblower payout on record, and for the first time includes an amount based on sanctions collected by a foreign regulator.
October 25, 2021 -
179Australia & NZAFMA Calls for Removal of ‘LIBOR Cap’ Imposed on Foreign Banks
AFMA is concerned that the LIBOR Cap will be replaced with a capping mechanism to be determined solely by the ATO.
October 22, 2021 -
132Australia & NZAPRA Offers Guidance on Super Fund Performance Tests
APRA may combine investment performance when administering performance tests to ensure performance history does not reset as a result of certain product changes.
August 18, 2021 -
321Securities & TradingSGX, Platts Partner to Provide Commodities Data, Content
Titan OTC participants can access Platts’ data on commodities including iron ore, coking coal, steel, aluminum, copper, freight and battery metals.
July 1, 2021 -
201EnforcementSEC Penalises S&P Dow Jones Indices for Disclosure Failure
The SEC settled charges against S&P DJI for the dissemination of stale index values which resulted from an undisclosed quality control feature.
May 22, 2021 -
618FeatureMalaysia: BNM Tasks Committee With Benchmark Reform Objectives
The Financial Markets Committee will be tasked with overseeing the development of an alternative reference rate for Malaysia and deciding on whether to retain KLIBOR.
December 23, 2020 -
789EuropeSome USD LIBOR Settings May Continue Past End-2021
ICE Benchmark Administration intends to continue publishing some tenors of USD LIBOR until end-June 2023, which could allow time for most legacy contracts to mature.
December 1, 2020 -
1.4KFeatured ArticlesOptimising the Libor Switch with Portfolio Compression
TriOptima’s multilateral approach to portfolio compression is helping the sell-side and buy-side alike to reduce Libor risk, optimise capital, and enhance operational efficiency.
July 17, 2020
