Benchmarks Reform and Transition to Risk-free Rates

Reliable benchmarks and reference rates are critical to the smooth functioning of global financial markets. GFMA aims to build awareness as the markets transition to new risk-free rates.

asifma-icons_q-and-a

Correspondence

GFMA IBOR Transition Documents – September 2019 Update

September 2019  |  Correspondence  |  Featured

30 September – To aid in the awareness of the IBOR transition processes impacting globally-active financial institutions, the Global Financial Markets Association (GFMA) has created the following documents outlining the various parts and players. This version of the documents has been updated from its previous April 2019 version to include rates for the Australian dollar, Canadian dollar, Hong Kong dollar and Singapore dollar in addition to currencies included in the initial documents (Japanese yen, Euro, UK pound sterling, U.S. dollar and Swiss Franc). This information is organized into the enclosed three products: 1. Key Timelines and Milestones for the Japanese yen, Euro, UK pound sterling, U.S. dollar, Swiss franc, Australian dollar, Canadian dollar, Hong Kong dollar and Singapore dollar; 2. Snapshot of the IBOR and RFR variables associated with each currency; 3. ‘At a Glance’ Tracker of each official sector working group activities and near-term expected actions.

Load More
asifma-icons_network

Resources

Load More
asifma-icons_news

News