All posts tagged "IBORs"
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135InternationalISDA Implements New Definitions for Interest Rate Derivatives
LCH says the new definitional booklet reinforces standardisation, drives messaging fidelity and efficiency, and accommodates flexibility in markets.
October 5, 2021 -
165Australia & NZATO Consults on Tax Implications of IBOR Reform
The ATO has set out in a discussion paper the most common tax consequences that may arise from the transition from LIBOR to RFRs.
August 20, 2021 -
173InternationalRefinitiv Launches Prototype USD Fallback Rates for Cash Products
There are two versions of the Refinitiv USD IBOR Cash Fallbacks: one for consumer cash products, the other for institutional cash products.
August 13, 2021 -
172ChinaISDA, NAFMII Publish Standard Text to Enable IBOR Fallbacks in China
New definitions will come into effect on 29 October 2021 to enable firms to include contractual IBOR fallbacks into onshore derivatives transactions.
July 31, 2021 -
179International
ISDA Publishes First Digital Definitional Book for Interest Rate Derivatives
The digital format will create efficiencies in how firms use and interact with the definitions, reducing complexity and the potential for error, ISDA says.
July 16, 2021 -
417FeatureBNM Consults on Multi-rate Approach to LIBOR Transition
A new discussion paper proposes that the Malaysian ARR be based on overnight transactions in the interbank market, and that the ARR runs in parallel to KLIBOR.
May 21, 2021 -
905Asia-PacificGetting Your Hands Dirty with IBOR Transition
Specialists from Bloomberg, Standard Chartered Bank, ING Bank and Clifford Chance discuss IBOR transition challenges and how to address them.
May 3, 2021 -
784Asia-PacificLIBOR Phase-out, RFR Adoption: A Path Forward for Sri Lanka
The CBSL should play a more active role in facilitating the transition in Sri Lanka, says Lalinda Sugathadasa, Head of Research at ICRA Lanka.
April 12, 2021 -
620FeatureJapan Plans to Retain Yen TIBOR, Discontinue Euroyen TIBOR
JBA TIBOR Administration plans to consult on its intent to retain yen TIBOR and discontinue euroyen TIBOR at end-2024, as well as the specifics and timing of the reform.
March 31, 2021 -
877Featured ArticlesAbsence of Term RFRs Could Impair Risk, Forecasting Functions
Banking functions involving risk analytics and cash flow forecasting will need to change to accommodate risk-free rates, says Karen Moss at Moody’s Analytics.
March 19, 2021
