All posts tagged "RFRs"
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556Big 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 -
464FeatureBOJ, 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 -
809InternationalBloomberg Publishes Rulebook on IBOR Fallback Methodology
The rulebook's final methodology, rules and conventions are based on the results of four market-wide consultations ISDA conducted between 2018 and 2020.
April 24, 2020 -
517InternationalICMA 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 -
637InternationalISDA 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 -
538InternationalISDA 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 -
1.1KFeature
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 -
1.9K1Contributed 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 -
1.3KBig 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 -
669Feature
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
