All posts tagged "IBORs"
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1.5KInternationalISDA Consultation on LIBOR Pre-Cessation Reveals Mixed Results
ISDA received responses from 89 entities expressing a “wide variety of views” on whether and how to implement a pre-cessation trigger, with no clear majority for any approach.
August 12, 2019 -
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ISDA Unveils Preliminary Results of 2nd IBOR Fallbacks Consultation
For USD LIBOR, HIBOR and CDOR fallbacks, respondents prefer ‘compounded setting in arrears’ for the adjusted RFR and the ‘historical mean/median approach’ for spread adjustments.
July 31, 2019 -
750International
ISDA Chief Urges Accounting Bodies to Prioritise Benchmark Reform
ISDA chief Scott O’Malia says market participants need clarity from the IASB and FASB on the accounting implications of a switch from IBORs to RFRs.
June 12, 2019 -
602InternationalFSB Publishes User Guide to Overnight Risk Free Rates
The user guide provides an overview of RFRs, details on how they are calculated, and options on how they can be used in cash products.
June 7, 2019 -
1.7KFeatured ArticlesBanks Should Start Considering HONIA Products – HKMA
HKMA Deputy Chief Howard Lee says global banks are the "best equipped" and should be taking the lead in the transition to alternative reference rates.
June 3, 2019 -
2.4KFeatured ArticlesISDA Chief Says the End is in Sight for IBOR Fallbacks
ISDA chief Scott O'Malia says one year from now, robust fallbacks should be in place for derivatives contracts referencing LIBOR and other IBORs.
May 30, 2019 -
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ISDA Launches Two More Consultations on Benchmark Reform
ISDA is consulting on fallback adjustments for USD LIBOR, HIBOR and Canada's CDOR. It is also proposing to include the SOFR in Singapore's SOR calculation following USD LIBOR's cessation.
May 21, 2019 -
1.7KFeatureTMA Consults on HONIA, Hong Kong’s Alternative Rate for HIBOR
The Treasury Markets Association is proposing technical refinements to HONIA to enhance its robustness and representativeness as an alternative reference rate to HIBOR.
April 1, 2019 -
1.7KContributed ArticleHKMA Turns Up the Heat, Announces Consultation on IBOR Transition
The outcome of the HKMA and TMA consultation will be a turning point for financial services firms preparing for life after LIBOR, says international law firm Herbert Smith Freehills.
February 22, 2019 -
2.8K1Asia-PacificEU Benchmark Regulation – Not Just a European Problem
APAC benchmark administrators hoping to retain or grow their user base in the EU must take action now to gain approval before 2020, say PwC's Gregory Campbell and Daniela Bunea.
January 29, 2019
