All posts tagged "Libor"
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821FeatureICE White Paper Introduces New LIBOR Alternative
The 'US Dollar ICE Bank Yield Index' is fully transaction-based and designed to measure the yields at which investors are willing to invest US dollar funds on a wholesale, unsecured basis.
January 28, 2019 -
887Big PictureISDA Releases Preliminary Results on Benchmark Fallbacks Consultation
ISDA will likely look to the 'compounded setting in arrears rate' and the 'historical mean/median approach' to spread adjustment for RFRs that will replace discontinued IBORs.
November 28, 2018 -
829Australia & NZFSB Issues Progress Report on Interest Rate Benchmark Reform
The FSB notes progress to strengthen major IBORs and identify RFRs and other alternative reference rates, highlighting actions taken in Australia, Hong Kong and Singapore.
November 15, 2018 -
1.2KAustralia & NZ
Market Needs to Do More to Prepare for End of LIBOR – ASIC, RBA
Participants need to be clear that the LIBOR will end after 2021 and prepare to deal with the challenges this presents, Australian regulators said at the ISDA Annual Australia Conference.
October 24, 2018 -
1.3KEurope
ISDA Chief Urges Early Preparation for ‘Enormous Challenges’ of 2020
The industry will need to start preparing quickly to meet the challenges facing the derivatives market, which will reach a critical point in 2020, says ISDA CEO Scott O’Malia.
September 27, 2018 -
1.9KContributed ArticleIndependent Amount – 10 Years and No Change Since Lehman Collapse
Counterparties are exposed to material downside risk in posting collateral without restrictions on rehypothecation or non-segregation, says Matthieu Sachot at Chappuis Halder & Co.
September 19, 2018 -
1.9KFeatureSOFR Gains Acceptance as LIBOR Alternative
Credit Suisse, the World Bank and Fannie Mae have now all issued new debt referencing the SOFR, which draws from actual repo market transactions to reflect the cost of borrowing cash secured against US government debt.
August 22, 2018 -
1.3KAsia-PacificIndonesia Discontinues JIBOR In Favour of Market-based Indonia
Indonesia’s central bank has announced a new market-based overnight rate to replace its current interbank offer rate to boost reliability of the rates and policy transmission.
August 9, 2018 -
1.3KFeatured ArticlesLIBOR Transition Programmes Should Mobilise Immediately – Report
New report by Oliver Wyman says firms should start developing new non-LIBOR products and managing down LIBOR exposures; those that do not act quickly in anticipation of the transition will increase risks and costs.
August 1, 2018 -
603International
ISDA Consults on Fallback Benchmarks for Discontinued IBORs
ISDA proposes adjustment options that will be applicable to fallback rates in the event a derivative references an IBOR that has been permanently discontinued; FSB cautions on the use of overnight RFR to replace term IBORs.
July 16, 2018
