All posts tagged "Libor"
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228EuropeSONIA Quoting Conventions to be Adopted in UK Swaps Market
Interdealer brokers should base quotes in the sterling swaps market on SONIA rather than LIBOR from 27 October, the FCA and BOE say.
October 1, 2020 -
189Market InfrastructureDBS, ICBC Issue First Club Loan Pegged to SORA
The SORA-pegged club loan coupled with a cross-currency swap, which provides added certainty on interest rates and swap SGD proceeds into USD.
October 1, 2020 -
625Big PictureIBOR Phase-out Plans on Track Despite Covid: Moody’s
But challenges remain, including limited liquidity in ARR markets, uncertainties on term rates and credit spread adjustments, and operational issues.
September 29, 2020 -
406Asia-PacificBOT Expects Limited Impact from Transition to THOR
BOT has asked all commercial banks to form working groups to prepare for the changes, saying it will follow up to assess transition progress.
September 15, 2020 -
1.7KAsia-PacificData, Technology Crucial for New Normal, LIBOR Transition
The LIBOR transition opens the door to a fundamental rethink of the use of data and technology, and how firms provide products and services to customers, says Bloomberg's Bing Li.
September 15, 2020 -
565Market InfrastructureMAS to Intensify Supervisory Engagement to Drive SORA Transition
In an ABS virtual roundtable, MAS deputy managing director Jacqueline Loh spoke of a three-pillar approach to support a smooth transition from SOR to SORA.
September 10, 2020 -
922Market InfrastructureSingapore: SOR Fallback Rate to Only be Available Temporarily
Fallback Rate (SOR), the primary fallback reference rate for SOR derivatives, will be permanently discontinued about three years following the fallback trigger.
September 1, 2020 -
844Asia-PacificKBank, CIMB Thai Complete First OIS Trade Referencing THOR
KBank and CIMB Thai Bank completed the first overnight indexed swap derivatives transaction referencing Thailand's new reference rate on Monday.
September 1, 2020 -
432ChinaPBOC to Promote Interbank Repo Rates in Financial Products
Interbank bond repo rates have been based on actual transactions for over 20 years, the PBOC said, pledging to enhance its benchmark interest rate system.
September 1, 2020 -
889KoreaEximbank Issues South Korea’s First SOFR-linked Bonds
State lender Eximbank is the first financial institution in South Korea and the third in Asia to issue SOFR-linked bonds.
August 21, 2020
