All posts tagged "Interest Rate Swaps"
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201Asia-PacificBSP Instructs Banks to Proactively Transition from LIBOR
The BSP is not looking to prescribe specific alternative reference rates for use by Philippine banks, saying these choices should be market-driven.
September 20, 2021 -
232FeatureLIBOR Alternatives Gain Traction in Japan – Report
OIS transactions based on TONA and TIBOR increased in July, suggesting alternative rates to JPY LIBOR are gaining traction.
August 6, 2021 -
243FeatureTAIFEX to Launch Central Clearing for OTC Derivatives in June 2022
FSC chairman Huang Tien-mu said it is "imperative" to establish central clearing for OTC derivatives as soon as possible.
July 15, 2021 -
153IndiaSEBI Allows Mutual Funds to Trade IRS for Hedging
SEBI says mutual fund schemes may enter into plain vanilla interest rate swaps for hedging purposes.
June 23, 2021 -
228EuropeUK Regulators Support US ‘SOFR First’ Proposal on Interdealer Swaps
The FCA and BOE encourage liquidity providers to change USD linear swap trading conventions from USD LIBOR to SOFR on 26 July 2021.
June 18, 2021 -
186Japan
Japanese FIs Still Have $24tr in LIBOR Exposures – Report
The December 2020 figure is down only slightly from the $27.5tr of contracts referencing LIBOR 18 months earlier at the end of June 2019.
May 20, 2021 -
299Hong KongOTC Clear Launches Clearing for SOFR-HONIA Cross-currency Swaps
The SFC has approved the launch of clearing services for cross-currency interest rates swaps and basis swaps referencing HONIA and SOFR.
May 11, 2021 -
209Asia-PacificNon-Residents Can Trade THOR Overnight Index Swaps: BOT
Participation from non-resident investors will be a key driver to help advance the development of the THOR derivatives market.
April 28, 2021 -
293Feature
Japan Sets End Date for New JPY LIBOR Interest Rate Swaps
New interest rate swaps referencing JPY LIBOR and maturing after the end of 2021 should cease by end-September 2021.
April 20, 2021 -
248Hong KongHKMA, SFC Consult on Annual Update to FSP List
A unit of Toronto-Dominion Bank is proposed to be included on the FSP list. An entity that has merged with Deutsche Bank will be removed.
April 16, 2021
