There are two versions of the Refinitiv USD IBOR Cash Fallbacks: one for consumer cash products, the other for institutional cash products.
August 13, 2021New definitions will come into effect on 29 October 2021 to enable firms to include contractual IBOR fallbacks into onshore derivatives transactions.
July 31, 2021The 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, 2021A 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, 2021Specialists from Bloomberg, Standard Chartered Bank, ING Bank and Clifford Chance discuss IBOR transition challenges and how to address them.
May 3, 2021The 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, 2021JBA 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, 2021Banking 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, 2021Following 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, 2021The HKMA's Edmond Lau highlighted three essential elements for LIBOR transition: operational and system capabilities, effective coordination; commitment from top management.
March 18, 2021