All posts tagged "SOFR"
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2.6KContributed ArticleLIBOR Transition Requires Efforts now, Despite BMR Grace Period
Regardless of the BMR compliance extension, it is important that LIBOR transition programmes continue to progress quickly, says Matthieu Sachot at Chappuis Halder & Co.
March 7, 2019 -
821FeatureICE White Paper Introduces New LIBOR Alternative
The 'US Dollar ICE Bank Yield Index' is fully transaction-based and designed to measure the yields at which investors are willing to invest US dollar funds on a wholesale, unsecured basis.
January 28, 2019 -
829Australia & NZFSB Issues Progress Report on Interest Rate Benchmark Reform
The FSB notes progress to strengthen major IBORs and identify RFRs and other alternative reference rates, highlighting actions taken in Australia, Hong Kong and Singapore.
November 15, 2018 -
1.3KEuropeISDA Chief Urges Early Preparation for ‘Enormous Challenges’ of 2020
The industry will need to start preparing quickly to meet the challenges facing the derivatives market, which will reach a critical point in 2020, says ISDA CEO Scott O’Malia.
September 27, 2018 -
1.9KContributed ArticleIndependent Amount – 10 Years and No Change Since Lehman Collapse
Counterparties are exposed to material downside risk in posting collateral without restrictions on rehypothecation or non-segregation, says Matthieu Sachot at Chappuis Halder & Co.
September 19, 2018 -
1.9KFeatureSOFR Gains Acceptance as LIBOR Alternative
Credit Suisse, the World Bank and Fannie Mae have now all issued new debt referencing the SOFR, which draws from actual repo market transactions to reflect the cost of borrowing cash secured against US government debt.
August 22, 2018 -
4.7KAsia-PacificThe End of IBOR – The Asia Take
Though uncertainty remains on when LIBOR migration is really going to be due, the earlier the banks set this in motion, the lower the execution risk and cost in the long run. This article highlights the local benchmarking effort in...
June 19, 2018
