All posts tagged "ESTR"
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255InternationalIBA Launches New RFR Indexes to Facilitate LIBOR Transition
IBA has now launched RFR indexes for SOFR, SONIA, €STR and TONA, providing daily values that represent accrued compound interest.
September 24, 2021 -
222FeatureRFR Adoption Reaches New Heights in Key LIBOR Markets
RFR adoption jumped in August in Japan and Switzerland. The US and UK are seeing steady progress. ISDA chief Scott O'Malia says there is no room for complacency.
September 19, 2021 -
366FeatureLCH Set to Switch Discounting, PAI Rate from SOR to SORA
LCH is switching its discount curves and PAI rate on SGD-denominated cleared swaps from SOR to SORA on 9 August.
August 8, 2021 -
185EuropeWorking Group Publishes Recommendations on EURIBOR Fallbacks
Although EURIBOR is not scheduled to be discontinued, the recommendations will provide legal certainty and help users comply with BMR fallback obligations.
May 13, 2021 -
1.3KFeatureHKEX Clears First HONIA-based Interest Rate Swaps
The first centrally cleared HONIA interest rate swap contract was between BOCHK and HSBC, marking a significant step to promote HONIA’s adoption in the financial industry.
July 10, 2020 -
1.9KContributed ArticleHow Singapore’s New Rate Will Change the S$3.5tr Derivatives Market
With the first interest rate swap transaction referencing the new Singapore Overnight Rate Average, the island state hopes to stay ahead of regional peers.
June 1, 2020 -
1.1KFeatureLCH Launches Central Clearing for Derivatives Referencing SORA
The launch is heralded as a major milestone to deepen liquidity and catalyse the growth of the SORA market. StanChart was party to the first cleared derivatives trade referencing SORA.
May 19, 2020 -
794InternationalISDA 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 -
999Asia-PacificTreasurers and the Libor ‘Pre-Cessation’ Trigger
Financial firms can’t seem to come to an agreement on the unofficial “pre-cessation” trigger that will signal the beginning of the end for Libor. Meanwhile, SOFR faces some controversy.
August 20, 2019 -
758InternationalFSB 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
