All posts tagged "benchmarks"
-
628Asia-PacificLIBOR Transition Challenges Remain in APAC Loans Market
In a survey of APLMA member institutions, more than half of respondents said they would not complete remediation of their legacy book until H1 2023.
April 21, 2022 -
364Australia & NZASX to Implement Fallbacks in OTC Interest Rate Derivatives
From 27 June, all OTC Open Contracts cleared by ASX, including legacy trades, will be treated as if they incorporated fallback provisions contained in the 2021 ISDA Definitions.
March 24, 2022 -
471JapanBOJ Forms Cross-Industry Forum on Interest Rate Benchmarks
The Forum will facilitate discussions on efforts to enhance the reliability of JPY interest rate benchmarks and practical issues related to the choice and usage of those benchmarks.
March 10, 2022 -
1.0KEnforcementBaFin 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 -
888Asia-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 -
778InternationalFSB 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 -
327InternationalIBA 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 -
630FeatureBNM 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 -
232InternationalCanada Implements Financial Benchmarks Regulatory Regime
CDOR is designated as a critical benchmark and Refinitiv Benchmark Services is designated as its administrator.
September 22, 2021 -
346FeatureIOSCO 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
