All posts tagged "benchmarks"
-
721EnforcementBaFin Fines Deutsche Bank for Over EURIBOR Control Lapses
BaFin found flaws in the processes used by Deutsche Bank to calculate EURIBOR between April 2019 and April 2020.
January 5, 2022 -
625Asia-PacificIndonesian Regulators Publish LIBOR Transition Guide
The guide recommends five steps for market participants with LIBOR exposures, to help them respond to and prepare for the transition.
December 28, 2021 -
634InternationalFSB Calls for Urgent Action Complete LIBOR Transition Steps
The FSB says transition should be "primarily to overnight RFRs" and that it is closely watching market developments regarding credit-sensitive rates.
November 23, 2021 -
228InternationalIBA Publishes ‘Beta’ Rates for SOFR Interest Rate Swaps
The new rates will assist the non-linear market in its transition to SOFR, IBA said. Currently they are being published solely for information and illustration purposes.
October 12, 2021 -
506FeatureBNM Announces Launch of New Reference Rate MYOR
The MYOR will run in parallel to the existing KLIBOR, although publication of the lesser referenced two- and 12-month KLIBOR tenors will be discontinued.
September 28, 2021 -
175InternationalCanada Implements Financial Benchmarks Regulatory Regime
CDOR is designated as a critical benchmark and Refinitiv Benchmark Services is designated as its administrator.
September 22, 2021 -
299FeatureIOSCO Says Credit Sensitive Rates Pose Financial Stability Risk
IOSCO says SOFR should be used in place of USD LIBOR and that it will be closely monitoring how the “IOSCO badge” is used in compliance assessments of credit sensitive rates.
September 9, 2021 -
265FeatureLIBOR Alternatives Gain Traction in Japan – Report
OIS transactions based on TONA and TIBOR increased in July, suggesting alternative rates to JPY LIBOR are gaining traction.
August 6, 2021 -
218EuropeFMSB Finalises Standard on Use of Term SONIA
Use cases for Term SONIA include trade finance, working capital products, Islamic finance, export finance, and emerging markets lending.
July 31, 2021 -
313InternationalISDA Launches Microsite to Facilitate Understanding of IBOR Fallbacks
The microsite provides information about adoption rates for the ISDA 2020 IBOR Fallbacks Protocol and graphs comparing LIBOR and fallback rates.
July 22, 2021
