All posts tagged "benchmarks"
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1.2KAustralia & NZASX Opens Data Science Platform to Third Party Firms
ASX DataSphere allows third-party firms to experiment with ASX and non-ASX datasets spanning fixed income, interest rates, derivatives, equities, and benchmarks.
September 8, 2020 -
615FeatureMAS Announces New Initiatives to Support SORA Adoption
The initiatives aim to catalyse greater activity in SORA markets, safeguard the benchmark’s integrity and enhance market confidence in SORA.
August 6, 2020 -
758Asia-PacificRegulatory Fragmentation in Markets Undermines Economic Recovery
Fragmentation introduces distortions and inefficiencies, undermining financing when it is needed to facilitate the recovery from Covid-19, ASIFMA says in a new report.
August 5, 2020 -
603EuropeRefinitiv Launches Term SONIA Reference Rate Prototype
Refinitiv's announcement follows the launch of a beta version of term SONIA reference rates by ICE Benchmark Administration earlier this month.
July 22, 2020 -
588FeatureBloomberg Begins Publishing IBOR Fallback Rates for Derivatives
The calculations being published include the adjusted RFRs, the spread adjustment and the ‘all in’ IBOR fallback rates for certain key IBORs across various tenors.
July 22, 2020 -
637EuropeIndustry Bodies Call on EU to Reform Benchmarks Regulation
The majority of third-country benchmarks pose no systemic risk but could nevertheless be barred from use in the EU due to a costly and burdensome third-country benchmark regime.
June 30, 2020 -
281EuropeUK to Grant FCA Additional Powers to Facilitate LIBOR Retirement
Legislative amendments will empower the FCA to prohibit or limit the use of LIBOR, or to direct a change in its methodology, to address the issue of 'tough legacy' contracts.
June 24, 2020 -
440Market InfrastructureARRC Publishes Best Practices for LIBOR to SOFR Switch
The ARRC outlines near-term transition steps that market participants should aim to take across floating rate notes, business loans, consumer loans, securitisations, and derivatives.
June 1, 2020 -
316UncategorisedISDA Publishes Final Report on Pre-cessation Fallbacks for LIBOR
ISDA expects to publish amendments to the 2006 ISDA Definitions to incorporate the fallbacks for new trades in July, along with a protocol to allow participants to incorporate the revisions into legacy trades.
May 15, 2020 -
552EuropeEU Benchmark Equivalence Regime Not Scalable: ISDA, FIA
While the Associations welcome the legal approach taken, they highlight that the draft equivalence decision excludes the widely referenced Nikkei and JPX benchmarks.
May 7, 2020
