All posts tagged "THBFIX"
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309Asia-PacificBOT Sets Milestones for Reducing THBFIX Exposure in Derivatives
By mid-2022, the total notional outstanding of THBFIX derivatives maturing after 2025 should be reduced by 50 percent compared to end-June 2021 figures.
November 18, 2021 -
340Asia-PacificBOT Urges Faster Adoption of THOR by Market Participants
The BOT’s issuance of floating rate notes referencing THOR has drawn interest from investors and helped to lower spreads in the OIS market.
September 1, 2021 -
432Asia-Pacific
BOT to Prohibit THBFIX-based Transactions from 1 July
New transactions based on THBFIX including loans, bonds, and structures notes must stop from 1 July 2021.
April 12, 2021 -
899Asia-Pacific
BOT to Continue THBFIX Publication until Mid-2023
Banks should not undertake transactions using THBFIX from 1 July 2021 onwards. The BOT has started publishing fallback rates for THBFIX.
March 19, 2021 -
1.2KFeatured 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 -
1.5KInternationalFCA 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 -
271Asia-Pacific
BOT to Issue First THOR-linked Floating Rate Bond in March
Institutional investors such as commercial banks, mutual funds, and insurance companies will be allowed to participate in the auction.
February 26, 2021 -
1.6KAsia-PacificASIFMA, Ashurst Issue Report on APAC Readiness for IBOR Transition
Market participants identified a lack of standardisation, harmonisation and consensus between different jurisdictions and asset classes as a key area of concern.
January 8, 2021 -
403Asia-Pacific
BOT to Issue THOR Linked Floating Rate Notes in March
The move is aimed at promoting the use of THOR as a new reference rate in derivatives and cash products, the central bank said.
January 5, 2021 -
1.1KAsia-Pacific
Thailand to Stop Issuing THBFIX Loans, Debt from July 2021
All financial institutions will stop offering new loans and debt securities which reference THBFIX from 1 July 2021, Bank of Thailand says.
November 18, 2020
