All posts tagged "benchmark"
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441EuropeSome 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 -
1.2KFeatured 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 -
686FeatureOCBC 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 -
2.3KHong 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 -
916InternationalFSB, 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 -
324InternationalFSB 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 -
573ChinaSSE Revamps Index Methodology to Better Reflect Market Performance
Index stocks with risk warnings will be removed, CDRs and STAR Market stocks will be included, and the timeframe for including newly-listed stocks will be extended.
June 22, 2020 -
441China
SSE Considers Overhaul of Index Methodology – Report
The SSE is considering using free float rather than total outstanding shares to calculate a company’s market value for the index, which would reduce the weightings of SOEs.
May 28, 2020 -
628EuropeFCA Extends Deadline for Lenders to Stop Issuing New LIBOR Loans
The deadline extension for lenders is a response to Covid-19, as the FCA seeks to avoid disrupting the flow of loans to help companies stay afloat during the pandemic.
April 30, 2020 -
778FeatureJapan Lacks Consensus on LIBOR Replacement – Report
About 57% of Japanese banks say TIBOR should be used, while about 70% of companies prefer to use forward-looking term rates based on TONAR.
April 6, 2020
