ARRC Issues Recommendations on Risk-Free Rates in Cross-Currency Swaps
The Alternative Reference Rates Committee today released a document offering preliminary considerations for the use of risk-free rates in interdealer ...
Tag: Reference rates
Rep. McHenry Presses Fed for More Guidance on Libor Transition
House Financial Services Committee Ranking Member Patrick McHenry (R-N.C.) wrote to Federal Reserve Vice Chairman for Supervision Randal Quarles this ...
FASB to Provide Relief on Libor Transition
As banks prepare to make the transition away from the London Interbank Offer Rate as a benchmark interest rate, the ...
Quarles to Banks: Begin Transition from Libor Now
In the clearest terms expressed by any regulator to date, Federal Reserve Vice Chairman for Supervision Randal Quarles emphasized that ...
Libor Transition Panel Issues Fallback Language for Bilateral Business Loans, Securitizations
The Alternative Reference Rates Committee today issued its fallback language recommendations for bilateral business loans and securitizations that reference the ...
Planning for a Post-Libor Future
The transition to alternative reference rates is in full swing. Here are four key steps to plan for life after ...
Libor Transition Panel Recommends Fallback Language for Key Instruments
The Alternative Reference Rates Committee today issued its fallback language recommendations for floating rate notes and syndicated business loans that ...
Rate Transition Panel Releases User’s Guide to SOFR
The Alternative Reference Rates Committee today issued “A User’s Guide to SOFR,” a handbook to help market participants understand the ...
A Risk Manager’s Guide to the Reference Rate Transition
With Libor’s future uncertain, here are some steps for assessing risk, amending contracts and selecting new rates.
Quarles: SOFR Meets Regulatory Due Diligence Requirements
Regulatory agencies will expect banks to conduct thorough due diligence on the reference rates they use, but the Secured Overnight ...
