All posts tagged "IBORs"
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72ChinaISDA, 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 -
92InternationalISDA 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 -
299FeatureBNM 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 -
784Asia-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 -
654Asia-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 -
438FeatureJapan 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 -
756Featured 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 -
362Market InfrastructureRefinitiv to Publish Spread Adjusted SOFR for Cash Products
Following an RFP process initiated in September, the ARRC has selected Refinitiv to publish spread-adjusted fallback rates for use in cash product contracts.
March 18, 2021 -
354FeatureHKMA Urges Continued Progress on LIBOR Transition Efforts
The HKMA's Edmond Lau highlighted three essential elements for LIBOR transition: operational and system capabilities, effective coordination; commitment from top management.
March 18, 2021 -
818InternationalFCA Formally Announces Intended Cessation Dates for LIBOR
ISDA has confirmed that the FCA’s announcement constitutes an index cessation event and that the spread adjustment to be used in fallbacks has been fixed.
March 8, 2021
