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 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 ...

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 ...

A key focus in 2020 for many Westpac customers is preparation and planning for LIBOR transition. While there is a level of uncertainty in the market around the timing of LIBOR cessation, several ...

Virtually every bank that participated in the recent ISDA IBOR Global Benchmark Transition survey, expressed concern about their organizations level of exposure to IBORs. Its easy to see why.

Financial markets globally are preparing the shift from referring to Interbank offered rates (IBORs) as a benchmark for financial products and services to alternative reference rates (ARRs). For ...