All posts tagged "IBORs"
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710Market InfrastructureDBS, ICBC Issue First Club Loan Pegged to SORA
The SORA-pegged club loan coupled with a cross-currency swap, which provides added certainty on interest rates and swap SGD proceeds into USD.
October 1, 2020 -
1.6KBig PictureIBOR Phase-out Plans on Track Despite Covid: Moody’s
But challenges remain, including limited liquidity in ARR markets, uncertainties on term rates and credit spread adjustments, and operational issues.
September 29, 2020 -
1.9KAsia-PacificAPAC Firms Lag in IBOR Transition Preparation – Report
Apart from G-SIBs operation in the region, APAC firms are not prepared for the transition away from IBORs, according to a new report from Sia Partners.
August 5, 2020 -
911FeatureBloomberg Begins Publishing IBOR Fallback Rates for Derivatives
The calculations being published include the adjusted RFRs, the spread adjustment and the ‘all in’ IBOR fallback rates for certain key IBORs across various tenors.
July 22, 2020 -
480InternationalFSB Issues Statement on Global Benchmark Transition
The FSB maintains its view that financial and non-financial sector firms across all jurisdictions should continue efforts to remove remaining LIBOR dependencies by end-2021.
July 1, 2020 -
2.0KContributed ArticleHow Singapore’s New Rate Will Change the S$3.5tr Derivatives Market
With the first interest rate swap transaction referencing the new Singapore Overnight Rate Average, the island state hopes to stay ahead of regional peers.
June 1, 2020 -
1.0KInternationalISDA to Launch 2020 Definitions on Digital Platform by Year-End
Over time, the platform will allow information contained in the ISDA 2020 Definitions to automatically flow through to trading, operational and risk management systems.
May 31, 2020 -
816FeatureISDA to Add Pre-cessation Trigger to LIBOR Fallback Provisions
A significant majority of respondents favour including both pre-cessation and permanent cessation fallbacks as standard language in the amended 2006 ISDA Definitions for LIBOR.
April 16, 2020 -
759InternationalICMA Publishes High-Level Guidance on IBOR Transition
The 'Quick Guide' provides a high-level overview of 11 key areas relating to the transition from IBORs (including LIBOR) to risk free rates in the international bond market.
March 2, 2020 -
727Capital / LiquidityBCBS Clarifies Capital Treatment of Amended LIBOR Contracts
Capital instruments amended solely to implement benchmark reforms will not be treated as new instruments for the purpose of assessing their eligibility as Tier 1 and Tier 2 instruments.
February 28, 2020
