All posts tagged "Interest Rate Swaps"
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324FeatureTAIFEX Launches Central Clearing Service for OTC Derivatives
Central clearing makes OTC derivatives trading safer, more efficient, and more competitive for participants, FSC chair Huang Tien-mu said at the launch ceremony.
July 27, 2022 -
437FeatureARRC Issues Transition Guidance for Legacy LIBOR Cash Products
The LIBOR Legacy Playbook will help market participants transition legacy LIBOR cash products. Refinitiv will publish fallback rates based on the CME Term SOFR rates in September.
July 12, 2022 -
450Hong KongHong Kong, China to Launch ‘Swap Connect’ in Six Months
Swap Connect will initially enable Hong Kong and international investors to trade in Mainland interest rate swaps, and potentially other derivatives in futures.
July 5, 2022 -
640Capital / Liquidity
TAIFEX to Launch OTC Derivatives Clearing Service Next Month
The FSC has granted TAIFEX recognition as a QCCP ahead of the launch, which will boost capital efficiency for market participants.
June 17, 2022 -
356InternationalIBA Launches ICE Term SOFR Reference Rates
The launch of ICE Term SOFR provides certainty when borrowers and lenders calculate their interest expenses and other contractual payments in advance.
March 18, 2022 -
280Hong KongHKMA, SFC Consult on Calculation Periods for OTC Derivatives Clearing
The existing list of calculation periods will be exhausted in about one year’s time. The HKMA and SFC propose to add eight similar calculation periods to the clearing rules.
December 17, 2021 -
322Asia-PacificBOT Sets Milestones for Reducing THBFIX Exposure in Derivatives
By mid-2022, the total notional outstanding of THBFIX derivatives maturing after 2025 should be reduced by 50 percent compared to end-June 2021 figures.
November 18, 2021 -
436JapanRefinitiv Launches New Versions of Tokyo Swap Rate
The new versions of the Tokyo Swap Rate are designed to support the transition away from LIBOR and the adoption of new market conventions.
October 29, 2021 -
394Asia-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 -
344FeatureLIBOR 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
