All posts tagged "Libor"
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7FeatureRFR Adoption Reaches New Heights in Key LIBOR Markets
RFR adoption jumped in August in Japan and Switzerland. The US and UK are seeing steady progress. ISDA chief Scott O'Malia says there is no room for complacency.
September 19, 2021 -
136FeatureAPLMA, TMA Issue Guidance on SOFR Adoption in Loan Markets
The HKMA said it supports the publication of the new information note, which sets out options to replace USD LIBOR with SOFR in loan contracts.
September 15, 2021 -
128FeatureIOSCO Says Credit Sensitive Rates Pose Financial Stability Risk
IOSCO says SOFR should be used in place of USD LIBOR and that it will be closely monitoring how the “IOSCO badge” is used in compliance assessments of credit sensitive rates.
September 9, 2021 -
167Asia-PacificBOT Urges Faster Adoption of THOR by Market Participants
The BOT’s issuance of floating rate notes referencing THOR has drawn interest from investors and helped to lower spreads in the OIS market.
September 1, 2021 -
250Market InfrastructureUS Treasury ‘Will Not Adjudicate’ on LIBOR Replacement Rates
Nonfinancial corporations were seeking clarity on alternative rates and help to address difficulties obtaining loan agreements based on SOFR.
August 27, 2021 -
168Market InfrastructureCME Group Launches BSBY Futures Contract
The contract was introduced to offer price discovery and risk hedging for the BSBY Index. CME Group plans to introduce OTC clearing of BSBY swaps in Q4.
August 25, 2021 -
115Australia & NZATO Consults on Tax Implications of IBOR Reform
The ATO has set out in a discussion paper the most common tax consequences that may arise from the transition from LIBOR to RFRs.
August 20, 2021 -
221Hong Kong
HKMA Sets Conditions for Issuing New USD LIBOR Contracts
In the fourth quarter, the frequency at which banks have to report data to the HKMA will also increase from quarterly to monthly, with a simplified reporting template.
August 20, 2021 -
249FeatureJapan Decides Start Date to Shift Cross-currency Swaps to RFRs
Japan will change interdealer trading conventions for cross-currency basis swaps from LIBOR to RFRs on 21 September.
August 16, 2021 -
149InternationalRefinitiv Launches Prototype USD Fallback Rates for Cash Products
There are two versions of the Refinitiv USD IBOR Cash Fallbacks: one for consumer cash products, the other for institutional cash products.
August 13, 2021
