All posts tagged "benchmarks"
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431Asia-PacificNo Time for Complacency Despite Two-Year BMR Reprieve
Third country benchmark administrators will need every bit of the additional time granted for BMR compliance to ensure their benchmarks get approved, say PwC’s Gregory Campbell and Daniela Bunea.
July 22, 2019 -
601FeatureBOJ Publishes Consultation on JPY Interest Rate Benchmarks
The consultation paper presents and evaluates five options that can be used as alternative benchmarks upon transition and as fallback replacement benchmarks.
July 3, 2019 -
491FeatureSingapore Commences Transition Testing for Enhanced SIBOR
Transition testing will be conducted initially for six months to determine if a transition to the proposed waterfall methodology is possible or if further refinements are needed.
July 2, 2019 -
540IndiaRBI Issues Guidelines for Financial Benchmark Administrators
Existing financial benchmark administrators will be notified if their benchmark is considered a "significant benchmark". They will then have three months to apply for RBI authorisation.
June 27, 2019 -
853Big PictureChina Capital Markets Reaching Inflection Point: ASIFMA
New ASIFMA report says China’s capital markets are reaching an inflection point, and provides 103 recommendations to facilitate their further development.
June 17, 2019 -
392InternationalFSB Publishes User Guide to Overnight Risk Free Rates
The user guide provides an overview of RFRs, details on how they are calculated, and options on how they can be used in cash products.
June 7, 2019 -
1.3KFeatured ArticlesBanks Should Start Considering HONIA Products – HKMA
HKMA Deputy Chief Howard Lee says global banks are the "best equipped" and should be taking the lead in the transition to alternative reference rates.
June 3, 2019 -
562Big PictureNew Structured Finance Transactions Face LIBOR Transition Risks
New covered bonds and securitisation deals face basis and transition risks due to the end of LIBOR in 2021.
May 22, 2019 -
739Australia & NZAustralian Regulators Urge Action on LIBOR Transition
Firms should be aware of the size and nature of their LIBOR exposures, put in place robust fall-back provisions in LIBOR contracts, and be taking action to transition to alternative rates.
May 10, 2019 -
373Featured Articles
BOJ Committee Releases Results of Discussion on Libor Alternatives
The industry-led committee is working to develop term reference rates based on JPY OIS as a potential alternative benchmark in light of the discontinuation of JPY LIBOR in 2021.
April 29, 2019
