All posts tagged "RFRs"
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411InternationalICMA Publishes High-Level Guidance on IBOR Transition
The 'Quick Guide' provides a high-level overview of 11 key areas relating to the transition from IBORs (including LIBOR) to risk free rates in the international bond market.
March 2, 2020 -
549InternationalISDA Welcomes Libor Pre-cessation Clarity from FCA, IBA
The FCA has clarified that any period of non-representative LIBOR based on reduced panel bank submissions could last for only a period of months, not years.
January 29, 2020 -
443InternationalISDA Consults on Adjustments for EUR LIBOR, EURIBOR Fallbacks
The supplemental consultation seeks input on adjustments that would apply to €STR if fallbacks in euro LIBOR or EURIBOR take effect, including the final parameters for these adjustments.
December 19, 2019 -
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ISDA Consults on Final Parameters for Benchmark Fallback Adjustments
Based on the results, the 2006 ISDA Definitions will be adjusted to incorporate fallbacks for new IBOR trades, and a protocol for including fallbacks in legacy IBOR contracts will be published.
September 19, 2019 -
1.8K1Contributed ArticleLIBOR Transition Presents Opportunity to Gain Market Share
Financial institutions should be treating the LIBOR transition as an opportunity to strengthen client relationships and win market share, says Matthieu Sachot at Chappuis Halder & Co.
August 8, 2019 -
1.2KBig PictureIOSCO Urges Market Participants to Move to RFRs ‘Now’
IOSCO says early transition to risk free rates will help to mitigate potential financial stability and conduct risks associated with the transition away from LIBOR.
August 2, 2019 -
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ISDA Unveils Preliminary Results of 2nd IBOR Fallbacks Consultation
For USD LIBOR, HIBOR and CDOR fallbacks, respondents prefer ‘compounded setting in arrears’ for the adjusted RFR and the ‘historical mean/median approach’ for spread adjustments.
July 31, 2019 -
703International
ISDA Chief Urges Accounting Bodies to Prioritise Benchmark Reform
ISDA chief Scott O’Malia says market participants need clarity from the IASB and FASB on the accounting implications of a switch from IBORs to RFRs.
June 12, 2019 -
541InternationalFSB Publishes User Guide to Overnight Risk Free Rates
The user guide provides an overview of RFRs, details on how they are calculated, and options on how they can be used in cash products.
June 7, 2019 -
2.3KFeatured ArticlesISDA Chief Says the End is in Sight for IBOR Fallbacks
ISDA chief Scott O'Malia says one year from now, robust fallbacks should be in place for derivatives contracts referencing LIBOR and other IBORs.
May 30, 2019
