All posts tagged "RFRs"
-
5FeatureRFR 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 -
126FeatureIOSCO Says Credit Sensitive Rates Pose Financial Stability Risk
IOSCO says SOFR should be used in place of USD LIBOR and that it will be closely monitoring how the “IOSCO badge” is used in compliance assessments of credit sensitive rates.
September 9, 2021 -
115Australia & NZATO Consults on Tax Implications of IBOR Reform
The ATO has set out in a discussion paper the most common tax consequences that may arise from the transition from LIBOR to RFRs.
August 20, 2021 -
248FeatureJapan Decides Start Date to Shift Cross-currency Swaps to RFRs
Japan will change interdealer trading conventions for cross-currency basis swaps from LIBOR to RFRs on 21 September.
August 16, 2021 -
161FeatureFSB Calls on Supervisors to Align LIBOR Messaging
Engagement with FIs regarding LIBOR transition planning has not yet started or had only just started in six FSB jurisdictions.
July 7, 2021 -
275International
FSB, IOSCO Issue Statements in Support of Smooth LIBOR Transition
The FSB warns against waiting for the development of forward-looking term RFRs. IOSCO urges market participants to stop issuing new LIBOR products.
June 3, 2021 -
174InternationalIHS Markit Starts Publishing New Credit-sensitive Rates
The new rates are aimed at helping to facilitate the transition away from LIBOR for firms that want a term rate with credit sensitivity.
June 3, 2021 -
339Asia-PacificICMA, Bloomberg Publish APAC Guide on Tough Legacy Bonds
Up to 80% of tough legacy bonds in APAC have inadequate fallbacks in place, or no fallbacks at all, ICMA and Bloomberg say in a new report.
May 27, 2021 -
202EuropeCredit Sensitive Alternatives to RFRs Have Limited Durability: Bailey
Non-financial borrowers may not want their cost of borrowing to be driven by thin liquidity in CP and CD markets, says BOE governor Andrew Bailey.
May 17, 2021 -
146EuropeWorking Group Publishes Recommendations on EURIBOR Fallbacks
Although EURIBOR is not scheduled to be discontinued, the recommendations will provide legal certainty and help users comply with BMR fallback obligations.
May 13, 2021
