The prototype rate can be used in testing to prepare for the introduction of robust fallback language in EURIBOR contracts.
October 28, 2022The CD rate has been actively replaced with Korea's new RFR, known as KOFR, since its introduction on 25 November, the FSC said.
December 31, 2021BBSW/LIBOR will shift to BBSW/SOFR in cross currency basis swaps trading, though the move presents challenges inherent to an IBOR/RFR pairing.
November 30, 2021The MYOR will run in parallel to the existing KLIBOR, although publication of the lesser referenced two- and 12-month KLIBOR tenors will be discontinued.
September 28, 2021From 21 September, interdealer trading in cross-currency basis swaps between USD, JPY, GBP and CHF would reference each currency's RFR.
July 23, 2021Only 14 percent of post-cessation date loans have robust fallbacks in place, said ASIC's Nathan Bourne at a Bloomberg-ICMA webinar.
May 28, 2021The 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, 2021Supervisory tools may be used to address insufficient progress and poor risk management or governance.
March 30, 2021Firms 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, 2021The 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