Respondents cited a number of reasons for the inaction, including uncertainty as to how a transition would affect their IBOR exposures, uncertainty as to how trading in products referencing RFRs will ...
The impending move from interbank offered rates to alternate reference rates will require important changes to many valuation and risk management processes and infrastructure. EY Financial Services’ ...
Virtually every bank that participated in the recent ISDA IBOR Global Benchmark Transition survey, expressed concern about their organization’s level of exposure to IBORs. It’s easy to see why.
In connection with the anticipated discontinuance of LIBOR and similar benchmarks, the International Swaps and Derivatives Association (ISDA) has published the 2020 IBOR Fallbacks Protocol (Protocol) ...
In the latest development in the IBOR transition, on the weekend of July 25th, we saw the major CCPs perform the much-anticipated Euro discounting and price alignment transition from using EONIA to ...
This year, North American countries will reach another milestone in the financial markets transition from unsecured rates to risk-free rates (RFRs). The United States transitioned away from LIBOR on ...
Last week, Bloomberg and the Association of Corporate Treasurers Singapore (ACTS) co-hosted an IBOR transition webinar for corporate treasurers in Singapore, to address how the city state’s financial ...
DUBLIN--(BUSINESS WIRE)--The "LIBOR Transition and Benchmark Reform" training has been added to ResearchAndMarkets.com's offering. This 1-day course offers an insight into the journey from IBOR rates ...
Final regs generally don’t require taxpayers to recognize gain or loss when modifying contracts to replace discontinued interbank offered rates. However, to qualify for this favorable treatment, the ...
After the recent uptick in EuroSTR (a.k.a. €STR) volumes in late July driven by the major CCPs switching from using EONIA to EuroSTR for discounting all Euro OTC interest rate products we looked at ...
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