(Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR...

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Transcript of (Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR...

Page 1: (Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR Voluntary transition process during the lifetime of LIBOR. For transition of legacy
Page 2: (Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR Voluntary transition process during the lifetime of LIBOR. For transition of legacy
Page 3: (Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR Voluntary transition process during the lifetime of LIBOR. For transition of legacy
Page 4: (Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR Voluntary transition process during the lifetime of LIBOR. For transition of legacy
Page 5: (Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR Voluntary transition process during the lifetime of LIBOR. For transition of legacy
Page 6: (Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR Voluntary transition process during the lifetime of LIBOR. For transition of legacy
Page 7: (Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR Voluntary transition process during the lifetime of LIBOR. For transition of legacy
Page 8: (Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR Voluntary transition process during the lifetime of LIBOR. For transition of legacy
Page 9: (Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR Voluntary transition process during the lifetime of LIBOR. For transition of legacy
Page 10: (Public sector-Private sector) Selection of nearly risk free rate (RFR) as alternative to LIBOR Voluntary transition process during the lifetime of LIBOR. For transition of legacy

LIBOR Transition - assets.kpmg · LIBOR Transition 5 Background Our intention is that, at the end of this period (2021), it would no longer be necessary for the FCA to persuade, or

LIBOR Transition - assets.kpmg · LIBOR Transition 5 Background Our intention is that, at the end of this period (2021), it would no longer be necessary for the FCA to persuade, or

LIBOR-Based Private Student Loan Transition Resource Guide · 1 day ago · Page 4 ARRC LIBOR Private Student Loan Transition Resource Guide About the ARRC The Alternative Reference

LIBOR-Based Private Student Loan Transition Resource Guide · 1 day ago · Page 4 ARRC LIBOR Private Student Loan Transition Resource Guide About the ARRC The Alternative Reference

LIBOR Transition 13 February 2020

LIBOR Transition 13 February 2020

Make a smooth transition to the post-LIBOR world · Offering Overview. Make a smooth transition to the post-LIBOR world The London Inter-Bank Offered Rate (LIBOR) is scheduled to

Make a smooth transition to the post-LIBOR world · Offering Overview. Make a smooth transition to the post-LIBOR world The London Inter-Bank Offered Rate (LIBOR) is scheduled to

Unofficial Redline: LIBOR Transition Proposed Rule · 2020. 6. 4. · 7 UNOFFICIAL REDLINE OF THE LIBOR TRANSITION PROPOSED RULE . replacement index is not published on December 31,

Unofficial Redline: LIBOR Transition Proposed Rule · 2020. 6. 4. · 7 UNOFFICIAL REDLINE OF THE LIBOR TRANSITION PROPOSED RULE . replacement index is not published on December 31,

LIBOR Transition · Secured Overnight Financing Rate (SOFR), the ARRC’s recommended alternative for USD LIBOR. The committee ... delayed the start date for increasing haircuts applied

LIBOR Transition · Secured Overnight Financing Rate (SOFR), the ARRC’s recommended alternative for USD LIBOR. The committee ... delayed the start date for increasing haircuts applied

LIBOR Transition: SOFR, So Good - Wells Fargo...1.50% 1.00% Source: Thomson Reuters. Sept 15, 2008: Lehman Brothers files for bankruptcy 3-Month LIBOR Bank Submissions 3-Month LIBOR

LIBOR Transition: SOFR, So Good - Wells Fargo...1.50% 1.00% Source: Thomson Reuters. Sept 15, 2008: Lehman Brothers files for bankruptcy 3-Month LIBOR Bank Submissions 3-Month LIBOR

Preparing Content for the LIBOR Transition

Preparing Content for the LIBOR Transition

IBOR Transition: SOFR 101 · 2020. 9. 3. · IBOR Transition: SOFR 101 Updated as of September 3, 2020 . Introduction 2 Why Transition Out of LIBOR? The transition of financial markets

IBOR Transition: SOFR 101 · 2020. 9. 3. · IBOR Transition: SOFR 101 Updated as of September 3, 2020 . Introduction 2 Why Transition Out of LIBOR? The transition of financial markets

LIBOR TRANSITION FOR THE INFRASTRUCTURE SECTOR€¦ · transitions towards the use of risk-free rates (RFRs). We look at some of those challenges and the steps market participants

LIBOR TRANSITION FOR THE INFRASTRUCTURE SECTOR€¦ · transitions towards the use of risk-free rates (RFRs). We look at some of those challenges and the steps market participants

Transition from LIBOR to City Month 2019 September 2019 SOFR · 2 Transition away from LIBOR END 2021: 2008 2012 2014 2017 2019 2020 2021 May: CME launched SOFR FuturesJune: ARRC

Transition from LIBOR to City Month 2019 September 2019 SOFR · 2 Transition away from LIBOR END 2021: 2008 2012 2014 2017 2019 2020 2021 May: CME launched SOFR FuturesJune: ARRC

Libor transition and implementation...In June, UK port operator Associated British Ports (ABP) became a poster child for Libor transition, the first corporate to re-reference legacy

Libor transition and implementation...In June, UK port operator Associated British Ports (ABP) became a poster child for Libor transition, the first corporate to re-reference legacy

TCS LIBOR Transition Workbench© · 2020. 12. 20. · TCS LIBOR Transition Workbench© is built using TCS Cognitive Automation Platform (CAP)©, an integrated business and technolog

TCS LIBOR Transition Workbench© · 2020. 12. 20. · TCS LIBOR Transition Workbench© is built using TCS Cognitive Automation Platform (CAP)©, an integrated business and technolog

LIBOR Transition slide deck.pdf · Key Extracts from the July 2018 Andrew Bailey Speech Ensuring that the transition from LIBOR to alternative interest rate benchmarks is orderly

LIBOR Transition slide deck.pdf · Key Extracts from the July 2018 Andrew Bailey Speech Ensuring that the transition from LIBOR to alternative interest rate benchmarks is orderly

LIBOR TRANSITION FOR THE INFRASTRUCTURE SECTOR... · well as project finance and real estate transactions (although they did note that ... Hedging mismatch Ensuring any floating rate

LIBOR TRANSITION FOR THE INFRASTRUCTURE SECTOR... · well as project finance and real estate transactions (although they did note that ... Hedging mismatch Ensuring any floating rate

Libor Transition brochure - KPMG UAEkpmgbusinessacademy.kpmguae.com/Brochures/Libor... · Steve is chartered accountant wit h more than 25 years experience in Australia, UK, Japan,

Libor Transition brochure - KPMG UAEkpmgbusinessacademy.kpmguae.com/Brochures/Libor... · Steve is chartered accountant wit h more than 25 years experience in Australia, UK, Japan,

LIBOR transition Setting your firm up for success · LIBOR products. This paper is designed to help Board members and executives understand what is needed to drive transition. Boards

LIBOR transition Setting your firm up for success · LIBOR products. This paper is designed to help Board members and executives understand what is needed to drive transition. Boards

LIBOR TRANSITION ROADMAP FOR INVESTMENT ......LIBOR TRANSITION ROADMAP FOR INVESTMENT MANAGERS | EXECUTIVE SUMMARY5 PLANNING FOR THE TRANSITION Many investment managers have a critical

LIBOR TRANSITION ROADMAP FOR INVESTMENT ......LIBOR TRANSITION ROADMAP FOR INVESTMENT MANAGERS | EXECUTIVE SUMMARY5 PLANNING FOR THE TRANSITION Many investment managers have a critical

PS21/13: LIBOR transition and the derivatives trading ...

PS21/13: LIBOR transition and the derivatives trading ...

LIBOR Transition - Legislative Solutions

LIBOR Transition - Legislative Solutions