All posts tagged "IBORs"
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389FeatureISDA Publishes New Set of Fallbacks for IBOR Derivatives
The new fallbacks cover IBORs in India (MIFOR), Malaysia (KLIBOR), New Zealand (BKBM), Norway (NIBOR), the Philippines (PHIREF) and Sweden (STIBOR).
December 17, 2021 -
627Australia & NZAustralia to Drop LIBOR in Cross Currency Swaps Trading
BBSW/LIBOR will shift to BBSW/SOFR in cross currency basis swaps trading, though the move presents challenges inherent to an IBOR/RFR pairing.
November 30, 2021 -
754InternationalFSB 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 -
300FeatureHong Kong to Issue First HONIA Floating Rate Notes
The issuance is aimed at encouraging the private sector to issue similar products and develop of other HONIA-linked instruments.
November 8, 2021 -
268International
ISDA 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 -
337Australia & 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 -
251InternationalRefinitiv 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 -
338ChinaISDA, 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 -
271International
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 -
622FeatureBNM 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
