All posts tagged "Libor"
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565Asia-PacificBOJ Deputy Governor Calls for Collective Action on LIBOR Transition
LIBOR’s permanent discontinuation will be one of the “most significant events in global financial history”, BOJ deputy governor Masayoshi Amamiya said at ASIFMA’s Annual Conference.
October 14, 2019 -
520Asia-PacificAPAC Central Banks Prepare Market for Benchmark Reforms
A group of APAC central banks have issued a report on the regional implications of LIBOR’s discontinuation, BMR implementation, and reforms to local benchmarks.
September 27, 2019 -
501Big PictureFinancial Firms Largely Unprepared for LIBOR Transition: Survey
Although 84% of financial firms have a formal LIBOR transition plan in place, only 18%of them describe their programmes as ‘mature', according to a new Accenture report.
September 19, 2019 -
494Asia-PacificTreasurers and the Libor ‘Pre-Cessation’ Trigger
Financial firms can’t seem to come to an agreement on the unofficial “pre-cessation” trigger that will signal the beginning of the end for Libor. Meanwhile, SOFR faces some controversy.
August 20, 2019 -
1.1KInternationalISDA 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 -
1.4K1Contributed Article
LIBOR Transition Presents Opportunity to Gain Market Share
Financial institutions should be treating the LIBOR transition as an opportunity to strengthen client relationships and win market share, says Matthieu Sachot at Chappuis Halder & Co.
August 8, 2019 -
514Feature
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 -
750FeatureBOJ Publishes Consultation on JPY Interest Rate Benchmarks
The consultation paper presents and evaluates five options that can be used as alternative benchmarks upon transition and as fallback replacement benchmarks.
July 3, 2019 -
544FeatureKorea to Develop New Benchmark Interest Rate
The FSC and BOK have formed a task force to develop a new benchmark interest rate and improve the current method of calculating the existing benchmark.
June 19, 2019 -
1.4KFeatured 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
