All posts tagged "IBORs"
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626InternationalFSB 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 -
2.5KFeatured 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 -
898FeatureISDA 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 -
1.8KFeatureTMA 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 -
2.9K1Asia-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 -
939Feature
ISDA Releases Final Report on Benchmark Fallbacks Consultation
ISDA will proceed to develop fallbacks based on the 'compounded setting in arrears rate' and the 'historical mean/median approach to the spread adjustment'.
December 24, 2018 -
750Big Picture
ISDA Releases Preliminary Results on Benchmark Fallbacks Consultation
ISDA will likely look to the 'compounded setting in arrears rate' and the 'historical mean/median approach' to spread adjustment for RFRs that will replace discontinued IBORs.
November 28, 2018 -
674Australia & NZ
FSB 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
