All posts tagged "SORA"
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263FeatureLCH 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 -
176Market 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 -
382Market 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 -
1.1KContributed 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 -
277SingaporeSORA 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 -
360FeatureSingapore 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 -
878Featured ArticlesAbsence of Term RFRs Could Impair Risk, Forecasting Functions
Banking functions involving risk analytics and cash flow forecasting will need to change to accommodate risk-free rates, says Karen Moss at Moody’s Analytics.
March 19, 2021 -
563Market InfrastructureLCH Extends Central Clearing for SORA Derivatives to 21 Years
MAS will likewise extend the tenor of its daily SORA derivatives auctions with major derivatives dealers from 5-years to 20-years.
February 23, 2021 -
463FeatureMAS 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 -
317Feature
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
