All posts tagged "benchmarks"
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526Press ReleaseRegulation Asia: Top Ten Contributed Articles for 2019
This list presents the most-read contributed articles published by Regulation Asia in 2019, based on aggregated user traffic analytics.
December 20, 2019 -
366InternationalISDA Consults on Adjustments for EUR LIBOR, EURIBOR Fallbacks
The supplemental consultation seeks input on adjustments that would apply to €STR if fallbacks in euro LIBOR or EURIBOR take effect, including the final parameters for these adjustments.
December 19, 2019 -
357InternationalFSB Report Highlights Risks of Continued LIBOR Reliance
In its latest progress report on benchmark reform implementation, the FSB calls for "significant and sustained efforts" to transition away from LIBOR by end-2021.
December 19, 2019 -
449Asia-PacificAsian Benchmark Administrators Face ‘Perfect Storm’ in 2021
The BMR transition period is now scheduled to end alongside LIBOR's discontinuation, creating a "perfect storm" of regulatory change for benchmark administrators and users at end-2021.
December 17, 2019 -
253Hong KongTMA Publishes Consultation Conclusions on HONIA Enhancements
HONIA will continue to be calculated based on data from the existing five contributing money brokers for now, but the reporting window will change to 8:00-16:00.
December 16, 2019 -
419Australia & NZASIC Offers Clarity on Responsible Lending Obligations
ASIC has clarified when a licensee might undertake more or less detailed inquiries and verification steps based on different consumer circumstances and the type of credit being sought.
December 10, 2019 -
523International
ISDA Publishes Consultation Results on Benchmark Fallback Parameters
The majority preferred a historical median spread adjustment with a five year lookback period, and a two-banking-day backward shift adjustment for the compounded setting in arrears rate.
November 18, 2019 -
580FeatureS. Korea Passes Benchmark Legislation, Seeks BMR Equivalence
The new legislation will strengthen the management and supervision of financial benchmarks and their administrators, the FSC said.
November 4, 2019 -
286JapanBOJ Calls for Applications from Aspiring Benchmark Administrators
The BOJ committee is soliciting entities that can begin calculating and publishing term structures based on JPY overnight index swaps as prototype rates.
October 31, 2019 -
1.3KAsia-PacificTransitioning Away from IBORs: The View from Asia
Asian banks have a large and complex operational task ahead of them as they prepare for a post-LIBOR world after 2021, say KPMG’s Marie Gervacio and Luke Gower.
October 30, 2019
