All posts tagged "SOR"
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357FeatureLCH Launches Central Clearing for Derivatives Referencing SORA
The launch is heralded as a major milestone to deepen liquidity and catalyse the growth of the SORA market. StanChart was party to the first cleared derivatives trade referencing SORA.
May 19, 2020 -
1.1KMarket InfrastructureDBS Prices Singapore’s First SORA-based Floating Rate Notes
DBS has priced the first floating-rate notes referencing SORA, identified last August as Singapore's alternative interest rate benchmark to SOR.
May 7, 2020 -
581EuropeMAS, ESMA Sign MOU on Singapore’s Financial Benchmarks
The MOU and last year's equivalence decision from the European Commission ensure that FIs in the EU can continue using SIBOR and the SOR as reference rates in their contracts.
April 18, 2020 -
465Market InfrastructureSingapore Steering Committee Publishes SORA Transition Roadmap
Banks aim to start active trading in SORA derivatives in the second half of the year, and SORA-based loans will launch by year-end.
March 20, 2020 -
1.9KAsia-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 -
1.1KFeature
Singapore 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 -
657FeatureISDA 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 -
1.5KAsia-PacificNo Time for Complacency Despite Two-Year BMR Reprieve
Third country benchmark administrators will need every bit of the additional time granted for BMR compliance to ensure their benchmarks get approved, say PwC’s Gregory Campbell and Daniela Bunea.
July 22, 2019 -
2.4KFeatured 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 -
638Australia & 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
