Since the 2017 announcement by the UK Financial Conduct Authority (the “FCA”) that it would no longer compel panel banks to submit quotations on which certain IBOR benchmark rates are based to the ...
ISDA’s IBOR Fallbacks Supplement and Protocol came into effect today. These fallbacks, which are discussed in more detail here, will be incorporated with immediate effect into all new derivatives ...
Earlier this year, Inside Reference Data considered the Investment Book of Record (IBOR) as a component of data governance. However, a new report on IBOR by the Celent consultancy positions IBOR as ...
The concept of an Investment Book of Record (IBOR) is gaining in prominence. Many asset managers, with complex IT infrastructures and outsourced operations, are coming to see that the use of ...
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.
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’ ...
This article was written by Editors at Regulation Asia and licensed by Bloomberg. More than 12,000 entities across nearly 80 jurisdictions have so far adhered to the protocol, which will remain open ...
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 ...
Q: In a sentence or two Phil, what is this study about? Phil Tattersall: There has been some great progress recently in terms of the IBOR dialogue, and I think Waters has done a great job in curating ...
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