IBOR

10/27/2023 9:56:18 AM

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It has taken quite some time to put together, but on 26 October 2023, LMA published an exposure draft of the Term €STR fallback for...

5/5/2023 9:08:53 AM

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It is great to see the Working Group on Euro Risk Free Rates issue Guidance on EURIBOR Fallbacks for Corporate Lending products on 4 May...

4/24/2023 12:32:07 PM

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On Friday April 21, 2023, the ARRC issued a summary and update to its July 2021 Term SOFR scope of use best practice recommendations.

The...

4/17/2023 12:14:45 PM

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So - Easter weekend calculations are coming back to bite us! I recall in the early days of LIBOR Transition we used Easter weekend...

4/3/2023 12:09:10 PM

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With less than 3 months to go before the cessation of USD LIBOR, as anticipated in the November 2022 consultation (CP22/21: Consultation...

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