LIBOR

ICS 2019 Field Testing: shedding light on Solvency II long term discounting

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Calling Time on LIBOR – An Insurance View

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Calling time

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Calling time on LIBOR – key messages from the FCA and PRA Dear CEO letter

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Upcoming Conference on Benchmark Reform: Update on ISDA and Industry Initiatives

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ISDA Symposium®
Benchmark Reform: Update on ISDA and Industry Initiatives
Wednesday, June 25, 2019
New York

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Another Nudge for Benchmark Reform…

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IBOR transition in Europe has taken another step forward. On Monday, May 6th, the European Money Markets Institute (EMMI), which is the administrator of both the EONIA and EURIBOR benchmarks, applied to the Belgian Financial Services and Markets Authority (FSMA) for authorisation to compute & publish “reformed” Euribor. EONIA and EURIBOR are two of the main euro-denominated measures of money ...

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IM Phase 5 mitigation…’ish

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Banks have spent the last four years gamely preparing for and complying with IM regulations. Phases 1-3 have been challenging, the current phase 4 promises more of the same. The market has long been aware that phases 1-4 are mere kittens to the phase 5 (probably angry) tiger. Useful initiatives- negotiation platforms, custodian portals, standardised […]

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Numerix Introduces New Alternative Reference Rate Curve Analytics to Accelerate LIBOR Transition

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Complete Support for SOFR and SONIA Curves Now Available in Numerix CrossAsset

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Two percent of firms have renegotiated Libor-based contracts ahead of 2021 deadline

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Industry survey highlights need for renegotiation of Libor-based contracts

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A survey conducted by JCRA, an independent financial risk management consultancy, and Travers Smith LLP, a full service City law firm, has found that a large majority of firms with exposure to Libor are yet to start making preparations for its discontinuation. With the benchmark set to be withdrawn in 2021, most of the firms surveyed have not started negotiating replacement language in their contracts that reference Libor.

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Benchmark Fallbacks Consultation

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This consultation sought input on the approach for addressing certain technical issues associated with adjustments that will apply to alternative risk-free rates (RFRs) if the fallbacks are triggered. These adjustments are necessary because of the differences between the interbank offered rates and the RFRs.

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