All posts tagged "IBORs"
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949Press ReleaseBloomberg Wins Regulation Asia’s Best Solution in LIBOR Transition Management
Bloomberg delivers a comprehensive suite of solutions to support IBOR transition, including scenario analysis to determine the impact of the transition on portfolios.
December 16, 2020 -
Press Release
ISDA Awarded Outstanding Project for Benchmark Reform Work
ISDA was recognised for its work to implement robust contractual fallbacks for derivatives referencing key IBORs as well as pre-cessation fallbacks for LIBOR over the past two years.
December 15, 2020 -
290Australia & NZNZFMA Starts Publishing New OCR Compound Index
The OCR compound index provides market participants with a standardised method of calculating term risk-free interest rates in arrears.
December 3, 2020 -
1.7KAsia-PacificAPLMA Seeks Consensus on SOFR-based Loan Facilities in APAC
New discussion drafts cover the use of SOFR for USD loan facilities in APAC, one using the compounded average approach and the other based on Daily Simple SOFR.
November 20, 2020 -
1.3KFeatureHKMA Invites Tenders to Implement LIBOR Transition for Exchange Fund
Interested parties should arrange project staff members who are familiar with or experienced in the Calypso system and LIBOR transition.
November 9, 2020 -
1.0KFeatureHKMA Asks FIs to Protect Customer Interests in LIBOR Switch
Banks are expected to develop robust education and outreach programmes to help customers make informed decisions when assessing the options available in the transition.
October 22, 2020 -
870Hong Kong
HKMA Expects Adherence to ISDA IBOR Fallbacks Protocol
The HKMA expects authorised institutions to adhere to the Protocol before it takes effect and to encourage counterparties to do the same.
October 18, 2020 -
651Australia & NZAustralian Regulators Urge Adherence to ISDA IBOR Fallbacks
The ISDA IBOR fallbacks protocol and supplement were informed by extensive consultation with industry, including in Australia.
October 15, 2020 -
1.1KFeatureISDA to Launch IBOR Fallbacks Supplement, Protocol on 23 Oct
Widespread adoption is a tangible step financial and non-financial firms can take to avoid disruptions in derivatives markets and mitigate risks at a system-wide level, the FSB says.
October 11, 2020 -
852InternationalISDA Receives Positive Business Review Letter from DOJ
The letter brings ISDA a step closer to publishing a supplement and related protocol that will make IBOR fallbacks in derivatives a reality.
October 6, 2020
