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14 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: 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: 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 USD LIBOR-SOFR Spreads
...to the cessation of USD LIBOR. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. _____________________________ 1 https://assets.bbhub.io/professional/sites/10/IBOR-Fallbacks-LIBOR-Cessation_Announcement_20210305.pdf interestrateswatch... -
Interest Rates Watch: Key LIBOR Replacement Milestone – ARRC Formally Recommends Term SOFR
...Please see our previous article on SOFR conventions here. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. interestrateswatch... -
Interest Rates Watch: LIBOR Transition – A Limited Legislative Solution
...be published. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. _____________________________ 1 https://legislation.nysenate.gov/pdf/bills/2021/S297B 2 https://www.lsta.org/news-resources/ny-state-legislating-libor-fallbacks/ 3 https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2021/20210324-arrc-press-release-passage-of-libor-legislation interestrateswatch... -
Interest Rates Watch: LIBOR Transition – Occurrence of Benchmark Transition Event – Now What?
...will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. _____________________________ 1 See https://ir.theice.com/press/news-details/2021/ICE-Benchmark-Administration-Publishes-Feedback-Statement-for-the-Consultation-on-Its-Intention-to-Cease-the-Publication-of-LIBOR-Settings/default.aspx and https://www.fca.org.uk/publication/documents/future-cessation-loss-representativeness-libor-benchmarks.pdf 2 https://assets.bbhub.io/professional/sites/10/IBOR-Fallbacks-LIBOR-Cessation_Announcement_20210305.pdf 3 https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2021/20210317-press-release-Spread-Adjustment-Vendor-Refinitiv.pdf interestrateswatch... -
Interest Rates Watch: LIBOR Transition – Updated Fallback Language for USD LIBOR Syndicated and Bilateral Loans
...disruptions in the publication of LIBOR. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. _____________________________ 1 https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2021/arrc-supplemental-hardwired-recommendation. interestrateswatch...