All posts tagged "RFRs"
-
483Market InfrastructureUS Agencies Urge Banks Forward on LIBOR Transition
The Fed, OCC and FDIC have asked banks to move away from LIBOR 'without delay', accelerate customer outreach, and prepare their systems for the transition.
November 16, 2020 -
731FeatureHKMA Invites Tenders to Implement LIBOR Transition for Exchange Fund
Interested parties should arrange project staff members who are familiar with or experienced in the Calypso system and LIBOR transition.
November 9, 2020 -
856FeatureISDA Launches IBOR Fallbacks Supplement, Protocol
The implementation of fallbacks for derivatives will help to mitigate the systemic risk that could occur following the disappearance of LIBOR.
October 26, 2020 -
1.4KFeatured ArticlesBIS Paper Presents Alternative to Forward-looking Term Rates
Many banks have adopted a “wait and see” approach to the LIBOR phase-out, waiting to forward-looking term rates based on RFR derivatives to become available.
October 12, 2020 -
2.2KAsia-PacificData, Technology Crucial for New Normal, LIBOR Transition
The LIBOR transition opens the door to a fundamental rethink of the use of data and technology, and how firms provide products and services to customers, says Bloomberg's Bing Li.
September 15, 2020 -
787International
ISDA Launches New Indicator to Monitor RFR Adoption in Derivatives
The indicator is intended to help derivatives market participants keep tabs on progress to shift to risk-free rates ahead of the end of 2021, when LIBOR is due to be discontinued.
July 29, 2020 -
1.2KAsia-PacificCovid Disrupts APAC LIBOR Transition, But Market Participants Unfazed
A poll of APAC corporate treasury, finance and legal executives by APLMA and Bloomberg showed most participants still aim to be on track for the move to risk-free-rates by end-2021.
July 24, 2020 -
648FeatureBloomberg Begins Publishing IBOR Fallback Rates for Derivatives
The calculations being published include the adjusted RFRs, the spread adjustment and the ‘all in’ IBOR fallback rates for certain key IBORs across various tenors.
July 22, 2020 -
742Big PictureFMSB Offers Guidance on LIBOR Transition Conduct Risks
Uncertainties associated with the transition may make it harder for firms to identify how to treat their customers fairly, and to demonstrate that they have done so, the FMSB says.
June 12, 2020 -
600FeatureBOJ, FSA Direct Financial Firms to Take Action on LIBOR Transition
FIs are asked to take specific actions to prepare for the cessation of LIBOR, and to submit materials allowing the BOJ and FSA to review preparedness at individual firms.
June 2, 2020
