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19 Search results found for: "interestrateswatch"
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Interest Rates Watch: Alternative Reference Rates Committee Recommends Proactive Steps by Market Participants to Slow Use of US Dollar LIBOR
...GBP, EUR, CHF and JPY LIBOR and (b) immediately following June 30, 2023, the IBA will cease publishing all the overnight and 1-month, 3-month, 6-month and 12-month USD LIBOR. interestrateswatch... -
Interest Rates Watch: ARRC Releases Recommended Best Practices and Conventions for Use of SOFR Term Rates in Contracts
...fallback language, please see our other articles in our Interest Rate Watch Series here or reach out to a member of our Banking and Specialty Finance Group to discuss. interestrateswatch... -
Interest Rates Watch: Canadian Alternative Reference Rates Working Group Announces Development of a Term CORRA Benchmark
...can register on the TMX website. We will be monitoring developments and issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. #interestrateswatch... -
Interest Rates Watch: CARR Releases New Guidance on CDOR Transition
...all cash securities except NHA MBS, CARR’s recommended fallback was published on July 6, 2021. For CDOR-based NHA MBS securities, CARR amended the recommended fallback on November 30, 2023. interestrateswatch... -
Interest Rates Watch: CARR Releases Recommended CORRA Loan Agreement Mechanics
...Rates Watch Series here. _____________________________ 1 Recommended CORRA loan agreement definitions and loan mechanics (bankofcanada.ca) 2 Term CORRA to be launched on September 5, 2023 – Bank of Canada interestrateswatch... -
Interest Rates Watch: CDOR Publication to End Following June 28, 2024 Publication; CARR Releases Guidance for CDOR-Based Loans, Derivatives and Securities That Do Not Have a Robust Fallback
...practice” or similar terminology. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. _____________________________ 1 https://www.bankofcanada.ca/wp-content/uploads/2023/11/CARR-amends-recommended-fallback-NHA-MBS.pdf 2 https://www.cds.ca/resource/en/506 interestrateswatch... -
Interest Rates Watch: CDOR to End in June 2024; Consultation on Potential Term CORRA Rate Announced
...With Refinitiv’s announcement, we expect this trend to continue. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. interestrateswatch... -
Interest Rates Watch: CDOR Transition Frequently Asked Questions
...be launched on September 5, 2023 – Bank of Canada 4 Please see our previous article Interest Rates Watch: CARR Releases Recommended CORRA Loan Agreement Mechanics for additional information interestrateswatch... -
Interest Rates Watch: Early Trends in Term SOFR Contracts
...of 11.448 bps for a 1 month Term SOFR tenor, 26.161 bps for a 3 month Term SOFR tenor and 42.826 bps for a 6 month Term SOFR tenor. interestrateswatch... -
Interest Rates Watch: Examining CDOR-CORRA Spreads
...desired fallback rate prior to the cessation of CDOR. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. #interestrateswatch...