Topic
LIBOR Transition
277 published works
Global Regulation Tomorrow
The LIBOR Transition – ARRC 2020 Best Practices for Completing the Transition from LIBOR
By Patrick Dolan (US), Kathleen Scott (US), Mary Kate Fields (US)
Following on our post discussing the ARRC’s publication of their 2020 Key Objectives, we mentioned that ARRC panned to release a set of recommended best practices. As promised, the ARRC…
Crunched Credit
LIBOR – The UK Beat Goes On
By Jana Zupikova, Crunched Credit
While it seems like the COVID pandemic has taken over every waking moment of our lives, the impending end of LIBOR marches ever onward. All signs point to a termination date…
Global Regulation Tomorrow
ISDA issues report regarding LIBOR fallback
By Andrew Coote
The International Swaps and Derivatives Association (ISDA) has published a report summarising the final responses to its consultation process regarding including LIBOR pre-cessation fallbacks in derivatives that reference LIBOR. The…
Crunched Credit
LIBOR: The Monty Python Parrot of Finance
By Rick Jones, Crunched Credit
COVID-19 has driven anxiety over the LIBOR transition right off almost everyone’s top-of-mind list and yet the crisis is taking no notice of that lack of regard and soldiering on. …
Corporate & Financial Weekly Digest
BOE, FCA and PRA Update on LIBOR
By Carolyn H. Jackson, Nathaniel Lalone, Neil Robson
On May 13, the UK’s Financial Conduct Authority (FCA) and the UK’s Prudential Regulation Authority (PRA) announced that they will resume full supervisory engagement with dual regulated firms on their…
Global Regulation Tomorrow
BoE market notice on its approach to collateral referencing LIBOR for use in the Sterling Monetary Framework
On 7 May 2020, the Bank of England (BoE) published a market notice in relation to its approach to collateral referencing LIBOR for use in the Sterling Monetary Framework (May…
Global Regulation Tomorrow
Adapting to change is business as usual: keeping you connected throughout the pandemic
COVID 19 – LIBOR update Over the coming weeks, partners and members of our financial services team will be sharing with clients and contacts a series of video diaries setting…
Global Regulation Tomorrow
The LIBOR Transition – ARRC 2020 Key Objectives
By Patrick Dolan (US), Kathleen Scott (US), Mary Kate Fields (US)
Following up on our past posts on the transition away from the London Interbank Offering Rate (“LIBOR”), and other interbank offering rates (“IBOR”) denominated in other currencies, in this post,…
Global Regulation Tomorrow
The LIBOR Transition – ARRC issues recommendations outlining spread adjusting procedure
By Patrick Dolan (US), Kathleen Scott (US), Claire Edwards (UK)
Following up on our past posts on the transition away from the London Interbank Offering Rate (“LIBOR”), and interbank offering rates (“IBOR”) denominated in other currencies, in this post, we…
Crunched Credit
ARRC Recommended Spread Adjustment Announced
By Alexis Frese, Crunched Credit
The LIBOR transition plods onward. Last Wednesday, the Alternative Reference Rates Committee (ARRC) announced its recommended spread adjustment methodology for cash products referencing LIBOR. Regulators around the world have been…