All posts tagged "IBORs"
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589Australia & NZFSB Issues Progress Report on Interest Rate Benchmark Reform
The FSB notes progress to strengthen major IBORs and identify RFRs and other alternative reference rates, highlighting actions taken in Australia, Hong Kong and Singapore.
November 15, 2018 -
921EuropeISDA Chief Urges Early Preparation for ‘Enormous Challenges’ of 2020
The industry will need to start preparing quickly to meet the challenges facing the derivatives market, which will reach a critical point in 2020, says ISDA CEO Scott O’Malia.
September 27, 2018 -
414International
ISDA Consults on Fallback Benchmarks for Discontinued IBORs
ISDA proposes adjustment options that will be applicable to fallback rates in the event a derivative references an IBOR that has been permanently discontinued; FSB cautions on the use of overnight RFR to replace term IBORs.
July 16, 2018 -
383Feature
Capital Markets Industry Groups Call For Transition Away from IBORs
Joint report from ISDA, AFME, ICMA and SIFMA shows almost 90% of respondents concerned about exposure to interbank offer rates; close to 80% looking to transition away in the next four years.
June 27, 2018
