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 ...

Who should read this Client Alert? If you have derivatives contracts that are linked to, or refer to, floating rate indices you should read this client alert because your existing and future contracts ...

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 content is provided by an external author without editing by Finextra. It expresses the views and opinions of the author. The Refinitiv USD IBOR Cash Fallbacks, as the rates will be known, will ...

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 ...

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 ...

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 ...

In the first part of this article, we highlighted the current state of Interbank Offered Rates (IBORs), the factors behind the shift from IBORs to Alternate Reference Rates (ARRs), and the top 10 ...

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 ...

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 ...

Maintaining an Independent Book of Record (IBOR) is a requirement for Canadian portfolio managers, regardless of the size of their firm. Meeting IBOR compliance standards can be challenging. However, ...