All posts tagged "RFRs"
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631Asia-PacificLIBOR Transition Challenges Remain in APAC Loans Market
In a survey of APLMA member institutions, more than half of respondents said they would not complete remediation of their legacy book until H1 2023.
April 21, 2022 -
336InternationalFSB Applauds ‘Smooth Transition’ Away from LIBOR
The FSB highlights a need to continue building liquidity in RFR-based products, use SOFR across global markets, and plan for the remaining USD LIBOR settings to cease.
April 6, 2022 -
787ESG / SustainabilityFSC Korea Sets Out Work Programme for 2022
The work plan focuses on measures to maintain financial stability, reduce debt risks, promote financial innovation, and enhance the FSC's rules on network security.
December 29, 2021 -
416FeatureISDA Publishes New Set of Fallbacks for IBOR Derivatives
The new fallbacks cover IBORs in India (MIFOR), Malaysia (KLIBOR), New Zealand (BKBM), Norway (NIBOR), the Philippines (PHIREF) and Sweden (STIBOR).
December 17, 2021 -
Press Release
ISDA Awarded Best LIBOR Transition Solution for Fallbacks Work
The ISDA IBOR Fallbacks Protocol enables market participants to incorporate robust fallbacks into legacy trades referencing LIBOR, significantly mitigating systemic risk.
December 10, 2021 -
779InternationalFSB Calls for Urgent Action Complete LIBOR Transition Steps
The FSB says transition should be "primarily to overnight RFRs" and that it is closely watching market developments regarding credit-sensitive rates.
November 23, 2021 -
638EuropeFCA Confirms Rules on Using Synthetic GBP and JPY LIBOR
Synthetic GBP and JPY LIBOR rates will be published until end-2022 and can be used in all legacy LIBOR contracts other than cleared derivatives.
November 17, 2021 -
538Europe
FCA Consults on Permitted Use of Synthetic LIBOR Rates
The FCA proposes to permit legacy use of synthetic GBP and JPY LIBOR in all contracts except cleared derivatives for the duration of 2022.
September 30, 2021 -
299InternationalIBA Launches New RFR Indexes to Facilitate LIBOR Transition
IBA has now launched RFR indexes for SOFR, SONIA, €STR and TONA, providing daily values that represent accrued compound interest.
September 24, 2021 -
267FeatureRFR Adoption Reaches New Heights in Key LIBOR Markets
RFR adoption jumped in August in Japan and Switzerland. The US and UK are seeing steady progress. ISDA chief Scott O'Malia says there is no room for complacency.
September 19, 2021
