All posts tagged "RFR"
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700KoreaFSC Korea Says LIBOR Transition Progressing Smoothly
The 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, 2021 -
629Australia & NZAustralia to Drop LIBOR in Cross Currency Swaps Trading
BBSW/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, 2021 -
598FeatureBNM Announces Launch of New Reference Rate MYOR
The 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, 2021 -
242InternationalARRC 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 -
508Australia & 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 -
1.1KAsia-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 -
537EnforcementFCA, 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 -
548Australia & 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 -
526Feature
FSC 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 -
1.6KAsia-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
