All posts tagged "benchmark"
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83Australia & 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 -
172Securities & 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 -
170EnforcementSEC 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 -
584FeatureMalaysia: 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 -
725EuropeSome 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 -
1.3KFeatured 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 -
851FeatureOCBC Launches First SORA-based Home Loan Package
The 90-Day SORA home loan package is available to buyers of completed private properties with a minimum loan size of S$1mn.
July 14, 2020 -
3.0KHong KongHKMA Sets Out Key LIBOR Transition Milestones for Banks
Fall-back provisions should be in place by January 2021, and authorised institutions should cease to issue new LIBOR-linked products maturing after 2021 by 30 June 2021.
July 13, 2020 -
1.0KInternationalFSB, BCBS Suggest Supervisory Action for Slow LIBOR Work
The available supervisory tools to accelerate transition at banks could include ad-hoc regulatory capital add-ons, administrative sanctions or other legal actions.
July 10, 2020 -
410InternationalFSB Issues Statement on Global Benchmark Transition
The FSB maintains its view that financial and non-financial sector firms across all jurisdictions should continue efforts to remove remaining LIBOR dependencies by end-2021.
July 1, 2020
