All posts tagged "RFRs"
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259Asia-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 -
115MalaysiaBNM Shariah Advisory Council Rules RFRs Permissible
The ruling was made based on the justification that the compounding methodology is "merely an arithmetic method" and does not affect compliance with Shariah requirements.
March 30, 2021 -
234InternationalLCH Sets Dates for Conversion of SwapClear LIBOR Contracts
Conversion of CHF, EUR and JPY LIBOR shall apply to SwapClear contracts outstanding on 3 December. Conversion of GBP LIBOR will apply to contracts outstanding on 17 December.
March 22, 2021 -
581Featured ArticlesAbsence of Term RFRs Could Impair Risk, Forecasting Functions
Banking functions involving risk analytics and cash flow forecasting will need to change to accommodate risk-free rates, says Karen Moss at Moody’s Analytics.
March 19, 2021 -
576Featured ArticlesLIBOR Transition: Derivatives Market Has Clarity: ISDA
The FCA’s recent announcement has provided clarity on the future of all LIBOR settings. But, derivatives market participants still have work to do.
March 11, 2021 -
194Australia & NZAustralia On Track for Smooth IBOR Transition: S&P Global
Like other jurisdictions, AONIA does not yet have an established term market, however banks and corporates can reference the three-month BBSW where a term rate is needed.
February 25, 2021 -
312Market Infrastructure
LCH Extends Central Clearing for SORA Derivatives to 21 Years
MAS will likewise extend the tenor of its daily SORA derivatives auctions with major derivatives dealers from 5-years to 20-years.
February 23, 2021 -
219Big PictureG-SIBs to Spend Over $100m on IBOR Budget in 2021: EY
Banks of all sizes felt most of their budget would be spent on technology, followed by legal contract repapering. A shortage of legal resources remains a clear risk.
February 10, 2021 -
300FeatureISDA IBOR Fallbacks Supplement, Protocol Come Into Effect
More than 12,000 entities across nearly 80 jurisdictions have so far adhered to the protocol, which will remain open for adherence.
January 26, 2021 -
389Asia-PacificASIFMA, Ashurst Issue Report on APAC Readiness for IBOR Transition
Market participants identified a lack of standardisation, harmonisation and consensus between different jurisdictions and asset classes as a key area of concern.
January 8, 2021
