All posts tagged "Libor"
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551Market InfrastructureUS Banks Execute First BSBY-Linked Swaps Transaction
Bank of America and JPMorgan Chase entered into a $250mn one-year basis swap with one side tied to BSBY, the other to SOFR.
May 7, 2021 -
773Asia-PacificGetting Your Hands Dirty with IBOR Transition
Specialists from Bloomberg, Standard Chartered Bank, ING Bank and Clifford Chance discuss IBOR transition challenges and how to address them.
May 3, 2021 -
156Asia-PacificNon-Residents Can Trade THOR Overnight Index Swaps: BOT
Participation from non-resident investors will be a key driver to help advance the development of the THOR derivatives market.
April 28, 2021 -
223Market InfrastructureARRC Outlines Principles for Forward-Looking SOFR Term Rate
The ARRC said it is seeking to provide greater clarity on the likelihood and potential timing of a recommended SOFR term rate for certain uses.
April 22, 2021 -
238InternationalFMSB Offers Guidance on Transitioning LIBOR Back Book
The Spotlight Review examines back book transition complexities through practical case studies and sets out key considerations for managing the associated risks.
April 21, 2021 -
253FeatureJapan Sets End Date for New JPY LIBOR Interest Rate Swaps
New interest rate swaps referencing JPY LIBOR and maturing after the end of 2021 should cease by end-September 2021.
April 20, 2021 -
349Market InfrastructureLSTA Offers Guidance on Credit Sensitive Rates to Replace LIBOR
The advisory provides sample language to facilitate the use of credit sensitive rates in hardwired fallback language in new and amended loan documentation.
April 16, 2021 -
636Asia-PacificLIBOR Phase-out, RFR Adoption: A Path Forward for Sri Lanka
The CBSL should play a more active role in facilitating the transition in Sri Lanka, says Lalinda Sugathadasa, Head of Research at ICRA Lanka.
April 12, 2021 -
223Asia-Pacific
BOT to Prohibit THBFIX-based Transactions from 1 July
New transactions based on THBFIX including loans, bonds, and structures notes must stop from 1 July 2021.
April 12, 2021 -
242InternationalBloomberg Confirms BSBY Adheres to IOSCO Principles
BSBY includes a term structure and systemic credit-sensitive spread, and can be used to supplement Term SOFR in the lending market.
April 11, 2021
