All posts tagged "SORA"
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233InternationalCFTC Removes Clearing Requirement for LIBOR Swaps
Mandatory clearing requirements will instead apply to interest rate swaps referencing SARON, TONA, €STR, SOFR and SORA.
August 16, 2022 -
234Market InfrastructureSingapore Finalises Key Settings of MAS Recommended Rate
The MAS Recommended Rate is the fallback rate that will apply to outstanding SOR-based business loans and derivatives when Fallback Rate (SOR) is discontinued after end-2024.
July 20, 2022 -
406Market InfrastructureLCH Extends Central Clearing for SORA Derivatives to 31 Years
The extension will encourage further development of the SORA derivatives market and deepen liquidity in longer tenors of SORA OIS.
June 21, 2022 -
487Market InfrastructureSingapore Consults on Adjustment Spreads for Legacy SOR Contracts
Declining liquidity in the SOR-SORA basis swap market is causing difficulties in pricing adjustment spreads used to covert legacy SOR contracts to SORA-based contracts.
May 19, 2022 -
434SingaporeMAS to Enhance Disclosures Provided to Mortgage Borrowers
MAS proposes to enhance the disclosures regarding possible interest rate changes, while also allowing for borrower acknowledgements to be obtained digitally.
November 19, 2021 -
475Feature
LCH Set to Switch Discounting, PAI Rate from SOR to SORA
LCH is switching its discount curves and PAI rate on SGD-denominated cleared swaps from SOR to SORA on 9 August.
August 8, 2021 -
274Market 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 -
585Market 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 -
1.6KContributed ArticleIs Asia Ready for the End of LIBOR?
Li Renn Tsai compares progress in Asia’s main trading hubs, warning of a logjam of transition-related operational work that will pile up towards year-end.
May 18, 2021 -
379SingaporeSORA 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
