All posts tagged "SOR"
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78Market InfrastructureSingapore Offers Guidance on Converting Legacy SOR Contracts
Guidance is offered on wholesale markets, corporate loans, derivatives, bonds and retail loans. A public education campaign will start in September 2021.
July 30, 2021 -
312Market InfrastructureDBS, StanChart Execute First SORA Interbank Option Trade
The interbank option trade was executed to manage market risk arising from a SORA interest rate option, which was also an industry first.
June 1, 2021 -
452Securities & TradingMAS Raises Focus on Fund Liquidity Risk Practices
MAS wants funds to increase the frequency of liquidity risk monitoring and to extend reporting of significant redemptions to non-retail funds.
May 31, 2021 -
217SingaporeSORA Property Loans Provide Interest Rate Stability: UOB
Borrowers say the certainty, transparency and stability are key factors affecting their willingness to choose SORA-based loan products.
April 8, 2021 -
329FeatureSingapore Announces End-date for SOR Derivatives
Banks are asked to cease issuance of SOR derivatives and SIBOR-linked financial products by end-September 2021.
April 1, 2021 -
363EnforcementNew York Court Reinstates SIBOR Manipulation Lawsuit
The case is being reinstated to allow Fund Liquidation Holdings LLC to pursue claims against 18 banks on behalf of two defunct funds that initially launched the lawsuit.
March 19, 2021 -
783Featured ArticlesLIBOR Transition: Derivatives Market Has Clarity: ISDA
The FCA’s recent announcement has provided clarity on the future of all LIBOR settings. But, derivatives market participants still have work to do.
March 11, 2021 -
811InternationalFCA Formally Announces Intended Cessation Dates for LIBOR
ISDA has confirmed that the FCA’s announcement constitutes an index cessation event and that the spread adjustment to be used in fallbacks has been fixed.
March 8, 2021 -
422FeatureMAS Outlines 2021 Plans to Continue Transitioning to SORA
SOR will now end 18 months later to reflect the IBA's plans, but the transition to SORA in cash products and derivatives markets will continue at pace.
February 3, 2021 -
279Feature
UOB Prices Singapore’s First Capital Security with SORA Reference
UOB priced its perpetual, non-call five-year AT1 securities with a reset coupon rate that references the SORA-OIS rate.
January 11, 2021
