All posts tagged "risk-free rates"
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357InternationalFSB Report Highlights Risks of Continued LIBOR Reliance
In its latest progress report on benchmark reform implementation, the FSB calls for "significant and sustained efforts" to transition away from LIBOR by end-2021.
December 19, 2019 -
937Asia-PacificHong Kong Leads Asia on LIBOR Transition Readiness: KPMG
Survey findings and discussions with banks in the region indicate a lack of readiness for the LIBOR transition. But, failure to keep up will eventually prove disruptive, KPMG says.
November 21, 2019 -
523InternationalISDA Publishes Consultation Results on Benchmark Fallback Parameters
The majority preferred a historical median spread adjustment with a five year lookback period, and a two-banking-day backward shift adjustment for the compounded setting in arrears rate.
November 18, 2019 -
1.3KAsia-PacificTransitioning Away from IBORs: The View from Asia
Asian banks have a large and complex operational task ahead of them as they prepare for a post-LIBOR world after 2021, say KPMG’s Marie Gervacio and Luke Gower.
October 30, 2019 -
1.0KFeatureSingapore Takes Steps to Transition Away from SOR
Singapore's banking body and foreign exchange market committee have identified SORA as “the most robust and suitable” alternative interest rate benchmark to SOR.
September 2, 2019 -
510InternationalFSB 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 -
485Featured ArticlesBOJ Committee Releases Results of Discussion on Libor Alternatives
The industry-led committee is working to develop term reference rates based on JPY OIS as a potential alternative benchmark in light of the discontinuation of JPY LIBOR in 2021.
April 29, 2019 -
697Australia & NZRBA’s Kent Urges Continued Preparation for the End of LIBOR
The RBA's Christopher Kent urges market participants to continue preparing for the end of LIBOR by moving to alternative RFRs and adopting more robust fall-back provisions in contracts.
March 21, 2019
