All posts tagged "RFR"
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150InternationalARRC Endorses Shift to RFRs for Cross-currency Basis Swaps
From 21 September, interdealer trading in cross-currency basis swaps between USD, JPY, GBP and CHF would reference each currency's RFR.
July 23, 2021 -
347Australia & NZLIBOR Transition in Cash Markets Remains Slow: ASIC
Only 14 percent of post-cessation date loans have robust fallbacks in place, said ASIC's Nathan Bourne at a Bloomberg-ICMA webinar.
May 28, 2021 -
737Asia-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 -
359EnforcementFCA, BOE Set Out Priority Areas for LIBOR Transition
Supervisory tools may be used to address insufficient progress and poor risk management or governance.
March 30, 2021 -
412Australia & NZRBA Keeping ‘Close Eye’ on LIBOR Transition Progress
Firms should not wait for a term RFR or credit-spread adjustments to reference in non-derivatives products, says RBA assistant governor Christopher Kent.
March 19, 2021 -
359FeatureFSC Announces Selection of Korea’s New Risk-free Rate
The FSC will work on measures to promote and facilitate the use of the new RFR, including by listing RFR futures by year-end.
March 4, 2021 -
1.3KAsia-PacificAPLMA Seeks Consensus on SOFR-based Loan Facilities in APAC
New discussion drafts cover the use of SOFR for USD loan facilities in APAC, one using the compounded average approach and the other based on Daily Simple SOFR.
November 20, 2020 -
838Market InfrastructureMAS Becomes First Asian Government Entity to Issue RFR Debt
Singapore is seen to be leading Asia in its preparation for the cessation of LIBOR at the end-of 2021. Earlier this month, MAS announced new initiatives to catalyse SORA markets.
August 20, 2020
