€STR Einführung
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IBOR Newsticker

Hier finden Sie alle aktuellen News rund um das Thema IBOR Transition.

29.11.2019
Working Group on Sterling Risk-free Rates
Newsletter November 2019
29.11.2019
Cross-industry Committee on Japanese Yen Interest Rate Benchmarks
Public Consultation on the Appropriate Choice and Usage of Japanese Yen Interest Rate Benchmarks
29.11.2019
GPW Benchmark
GPW Benchmark registered as administrator with ESMA
28.11.2019
EMMI
Successful Completion of the Phase-in of all EURIBOR panel banks to hybrid methodology
26.11.2019
ARRC
Minutes of the Meeting 22.10.2019
22.11.2019
Cross-industry Committee on Japanese Yen Interest Rate Benchmarks
Minutes of the Meeting 01.11.2019
22.11.2019
Working Group on Sterling Risk-free Rates
Minutes of the Meeting 05.09.2019
21.11.2019
Working Group on Euro Risk-free Rates
Minutes of the Meeting 16.10.2019
21.11.2019
FCA
Next Steps in the Transition from LIBOR
19.11.2019
FCA
Questions and Answers on Conduct Risk
15.11.2019
ARRC
Summary of ARRC's LIBOR Fallback language
15.11.2019
ISDA
Consultation on Final Parameters for the Spread and Term Adjustments in Derivatives Fallbacks
13.11.2019
National Working Group on CHF Reference Rates
Minutes of the Meeting 12.11.2019
12.11.2019
Working Group on Euro Risk-free Rates
Report on €STR fallback arrangements
31.10.2019
Working Group on Sterling Risk-free Rates
Newsletter October 2019
17.10.2019
Working Group on Euro Risk-free Rates
Report on the risk management implications of the transition from EONIA to €STR and introduction of €STR-based fallbacks for Euribor
01.10.2019
Working Group on Sterling Risk-free Rates
Newsletter September 2019
26.09.2019
IASB
Amendments to IFRS Standards in Response to IBOR Reform
25.09.2019
Working Group on Euro Risk-free Rates
Second Roundtable on Euro Risk-free Rates
23.09.2019
Working Group on Euro Risk-free Rates
Minutes of the Meeting 29.08.19
23.09.2019
Federal Reserve NY
Speech "LIBOR: The Clock is Ticking"
20.09.2019
NoRe
Recommendation for an Alternative Reference Rate in NOK
19.09.2019
ARRC
Minutes of the Meeting 05.09.19
19.09.2019
ARRC
Practical Implementation Checklist for SOFR Adoption
18.09.2019
ISDA
Summary Responses: Supplemental Consultation on Spread and Term Adjustments
18.09.2019
ISDA
Consultation on Final Parameters for the Spread and Term Adjustments in Derivatives Fallbacks
13.09.2019
Working Group on Sterling Risk-free Rates
Minutes of the Meeting 03.07.19
13.09.2019
Swedish Bankers' Association
Adaptation to the Benchmark Regulation
06.09.2019
Working Group on Sterling Risk-free Rates
Newsletter August 2019
05.09.2019
FASB
Proposed Accounting Standards Update
30.08.2019
Cross-industry Committee on Japanese Yen Interest Rate Benchmarks
Interest Rate Benchmark Reform Forum
27.08.2019
GPW Benchmark
Consultation Paper: WIBID and WIBOR under Benchmark Regulation
20.08.2019
NoRe
Public Consultation: Nibor new methodology
19.08.2019
Working Group on Euro Risk-free Rates
Recommendation on transition from EONIA to €STR for cash and derivatives products
09.08.2019
ISDA
Preliminary Results of Benchmark Fallback Consultation on Pre-cessation Issues
08.08.2019
Working Group on Sterling Risk-free Rates
Working Paper on Loans Processing
06.08.2019
Working Group on Sterling Risk-free Rates
Conventions for referencing SONIA in new contracts
06.08.2019
Working Group on Sterling Risk-free Rates
Minutes of the Meeting 14.05.19
05.08.2019
ARRC
Minutes of the Meeting 26.06.19
01.08.2019
Working Group on Sterling Risk-free Rates
Newsletter July 2019
01.08.2019
ARRC
SOFR Floating Rate Notes Conventions Matrix and Comparison Chart
31.07.2019
IOSCO
Communication and Outreach to Inform Relevant Stakeholders Regarding Benchmark Transition
30.07.2019
Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks
Establishment of Task Force on Term Reference Rates
19.07.2019
Working Group on Euro Risk-free Rates
Minutes of the Meeting 04.07.19
18.07.2019
Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks
Eighth Meeting of the Committee 28.06.19
17.07.2019
EMMI
Euribor Benchmark Statement
16.07.2019
CARR
Results from Consultation on Enhancements to CORRA
16.07.2019
Working Group on Euro Risk-free Rates
Recommendation on EONIA legal action plan
15.07.2019
Working Group on Euro Risk-free Rates
Letter to IASB
12.07.2019
ARRC
Whitepaper on Using an Average of SOFR to build an Adjustable-Rate
11.07.2019
Working Group on Euro Risk-free Rates
Looking for an Administrator for €STR-based forward-looking term structure as fallback for Euribor
09.07.2019
Working Group on Sterling Risk-free Rates
Letter to EIOPA
04.07.2019
ECB
Dear CEO Letter
03.07.2019
EMMI
EMMI granted authorisation by FSMA
02.07.2019
Cross-industry Committee on Japanese Yen Interest Rate Benchmarks
Public Consultation on the Appropriate Choice and Usage of Japanese Yen Interest Rate Benchmarks
30.06.2019
Working Group on Sterling Risk-free Rates
Newsletter June 2019
24.06.2019
ARRC
Preliminary Repoprt on Potential Interdealer Cross-Currency Swap Market Conventions
24.06.2019
ARRC
Minutes of the meeting 16.05.19
21.06.2019
NoRe
New calculation and licencing agent for NIBOR
18.06.2019
ICE Benchmark Administration
Statement of Compliance with the EU BMR
13.06.2019
Finans Denmark
Changes to future distribution and access to CIBOR and other key Danish Benchmarks
13.06.2019
National Working Group on CHF Reference Rates
Minutes 22nd meeting
05.06.2019
FCA
Feedback on Dear CEO Letter on LIBOR Transition
04.06.2019
FSB
Overnight Risk-free Rates: A User's Guide
31.05.2019
EMMI
Feedback on Consultaion paper and Implemenmtation Timeline
31.05.2019
ECB
ECB provides One-off Spread between €STR and EONIA
31.05.2019
ARRC
ARRC Releases Recommended Fallback Language for Bilateral Business Loans and Securitizations
28.05.2019
EMMI
National Bank of Greece withdraws from Euribor Bank Panel
28.05.2019
Working Group on Euro Risk-free Rates
Minutes of the Meeting 10.05.19
22.05.2019
Finans Denmark
New Administrator for Danish Benchmark CIBOR
22.05.2019
ARRC
Minutes of the Meeting 11.04.19
17.05.2019
Working Group on Sterling Risk-free Rates
Minutes of the meeting 20.03.19
16.05.2019
ISDA
Two Consultations on Benchmark Fallbacks
15.05.2019
Working Group on Euro Risk-free Rates
Consultation on EONIA to €STR legal action plan
09.05.2019
Australian Securities & Investment Commission
Dear CEO Letter
06.05.2019
Working Group on Danish Kroner Risk-free Rates
Public Consultation on possible canditates to a Danish Kroner Risk-free reference Rates
03.05.2019
FSMA
Critical EU benchmarks to be approved by year-end
29.04.2019
ARRC
SOFR: A year in Review
26.04.2019
ISDA
Interest Benchmarks Review Q1/19
25.04.2019
ARRC
Recommended Fallback Language for Syndicated Loans
25.04.2019
ARRC
Recommended Fallback Language for Floating Rate Notes
25.04.2019
AFM and Dutch Central Bank
Dear CEO Letter
24.04.2019
ARRC
A User’s Guide to SOFR
19.04.2019
Working Group on Sterling Risk Free Rates
Newsletter April 2019
26.03.2019
EU Parliament adopts the low carbon benchmarks and positive carbon impact benchmarks
Minutes from EU parliament
25.03.2019
EU Commission
WIBOR Warsaw Interbank Offered Rate is now Critical under the EU BMR
14.03.2019
Working Group on euro risk-free rates
Press release on starting date of €STR
12.03.2019
Working Group on euro risk-free rates
Minutes from meeting on 27.02.2019
05.03.2019
Hong Kong Monetary Authority
Dear CEO Letter
05.03.2019
Bank for International Settlements (BIS)
BCBS/IOSCO statement on the final implementation phases of the Margin requirements for non-centrally cleared derivatives
01.03.2019
US Alternative Reference Rate Committee
Minutes from ARRC meeting on 15.01.2019
27.02.2019
Working Group on euro risk-free rates
Ergebnisse der zweiten Konsultation: ESTER-based term structure methodology as a fallback
26.02.2019
European Commission - Press release
Sustainable finance - Commission welcomes agreement on a new generation of low-carbon benchmarks
22.02.2019
Working Group on euro risk-free rates
Feedback on the report on the transition from EONIA to ESTER by the working group on euro risk-free rates
12.02.2019
EMMI - European Money Market Institute
Second Public Consultation on Hybrid Methodology for Euribor
05.02.2019
National Working Group on CHF Reference Rates
Minutes 21st Meeting
30.01.2019
ESMA
ESMA UPDATES ITS Q&AS REGARDING THE BENCHMARK REGULATION
21.01.2019
Working Group on euro risk-free rates
Guiding principles for fallback provisions in new contracts for euro-denominated cash products
20.12.2018
Working Group on euro risk-free rates
Report on the working group on euro-risk free rates
20.12.2018
ISDA
Final Results of Benchmark Fallbacks Consultation
20.12.2018
Working Group on Sterling risk-free rates
Protokoll der Sitzung am 29. November 2018
14.12.2018
LLOYDS BANK CORPORATE MARKETS PLC
Die britische Lloyds Bank hat die erste Securitization auf Basis des Referenzzinssatzes RFR, SONIA ausgegeben
10.12.2018
ISDA
Die International Swaps and Derivatives Association (ISDA) hat das ISDA 2018 Benchmarks Supplement Protocol
21.11.2018
Working Group on Sterling risk-free rates
Consultation on forward-looking Term RFR, SONIA Reference Rates (TSRR)
14.11.2018
FSB
Progress report on reforming major interest rate benchmarks
09.11.2018
Working Group on Euro risk-free rates
Roundtable bei der EZB
05.11.2018
Working Group on Euro risk-free rates
Protokoll der Sitzung am 18.10.2018
02.11.2018
Working Group on Sterling risk-free rates
Protokoll der Sitzung am 21. September 2018
30.10.2018
ARRC
Consultation on USD LIBOR fallback contract language for floating rate notes (FRNs)
25.10.2018
Financial Accounting Standards Board (FASB)
hat ein Accounting Standards Update (ASU) veröffentlicht, um die Liste der US-amerikanischen Referenzzinssätze zugelassen für die Anwendung von Hedge Accounting zu erweitern
25.10.2018
Working Group on Euro risk-free rates
Presentations from the meeting 13.09.2018
17.10.2018
EMMI - European Money Market Institute
Second stakeholder consultation on hybrid methodology for Euribor
10.10.2018
ICE Benchmark Administration
ICE Term Risk Free Rates
09.10.2018
CME Group
CME Group Announces First OTC SOFR Swaps Cleared
04.10.2018
Eurex Exchange
Money Market Derivatives: Introduction of Three-Month SARON® Futures
28.09.2018
Working Group on Euro risk-free rates
Minutes of the meeting 13.09.2018
25.09.2018
Benoît Cœuré, ECB
Waiting for ESTER: the road ahead for interest rate benchmark reform
19.09.2018
Financial Conduct Authority and Prudential Regulation Authority
The "Dear CEO letter"
13.08.2018
Working Group on Euro risk-free rates
Private sector working group on euro risk-free rates recommends ESTER as euro risk-free rate
31.08.2018
Working Group on Sterling risk-free rate
Minutes of the meeting 20.08.2018
14.08.2018
World Bank
World Bank issues first SOFR based bond
13.08.2018
Working group on Euro risk-free rates
Summary of the Euro RFR consultation
01.08.2018
Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks
Updated Terms of reference for the Committee
30.07.2018
Working Group on Euro Risk-Free Rates
"Minutes of the Working Group 11.7.2018 The Eonia issue is being noted by the WG and an additional Sub-Group will be established."
25.07.2018
Bank of England
Bank of Englands confirms SONIA's compliance with IOSCO benchmark principles
17.07.2018
Working Group on Sterling Risk-Free Reference Rates
Consultation paper on Term SONIA Reference Rates. The consultation is open for feedback until 30.9.2018
12.07.2018
Financial Stability Board, FSB
Interest rate benchmark reform – overnight risk-free rates and term rates
12.07.2018
ISDA
Consultaton on Interbank Offered Rates (IBOR) Fallbacks for 2006 ISDA Definitions. Consultation will be running until 12.9.2018.
09.07.2018
Alternative Reference Rates Committee (ARRC)
ARRC Releases Principles for Fallback Contract Language
04.07.2018
Working Group on Sterling Risk-Free Reference Rates
Regular Minutes of the Working Group Meeting 21.5.2018
28.06.2018
European Central Bank
Methodology for calculating Euro Short-Term Rate (ESTER)
25.06.2018
ISDA, AFME, ICMA, SIFMA, and SIFMA AMG
IBOR Global Benchmark Transition Report
22.06.2018
National Working Group on CHF Reference Rates
Minutes of the Working Group, 4.6.2018
14.05.2018
ICE Benchmark Administration
Benchmark statement ICE LIBOR.
25.04.2018
ICE Benchmark Administration
Publication of the ICE LIBOR Evolution. The Appendix 3 contains the results of the Production Standard Test between September 15 and December 15, 2017. Evaluating the new Waterfall method.
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Christian Behm
Christian Behm
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