IBOR-Reform

Case Clearing

Seminare der LPA Academy 2019

IBOR Transition Aufgrund der hohen Nachfrage und dem positiven Feedback zu unseren bisherigen IBOR Transition Seminaren, findet ein weiterer Termin am 19. September 2019 statt. Melden Sie sich jetzt an und tauchen Sie tief in den Themenkomplex ein und verstehen Sie die weitreichenden Auswirkungen auf Ihr Institut und die Finanzmärkte. Es erwarten Sie die folgenden Themenschwerpunkte: EU…

Seminare der LPA Academy 2019

IBOR Transition Aufgrund der hohen Nachfrage und dem positiven Feedback zu unseren bisherigen IBOR Transition Seminaren, findet ein weiterer Termin am 23. Mai 2019 statt. Melden Sie sich jetzt an und tauchen Sie tief in den Themenkomplex ein und verstehen Sie die weitreichenden Auswirkungen auf Ihr Institut und die Finanzmärkte. Es erwarten Sie die folgenden…

Benchmark reform: the way into a new interest world

(Guest contribution for Zeitschrift für das gesamte Kreditwesen) Since the aftermath of the GFC and the revelation of LIBOR manipulations, regulators are undertaking a fundamental review of the most important benchmarks and develop reform plans accordingly. In this article, written in collaboration with the German Savings Bank Association (DSGV), we shed light on the status quo…

Contract and Fallback Management

The IBOR reform and the resulting transformation towards a new system of reference interest rates imposes a fundamental change on markets and market participants. A key component of the overall challenge towards a successful transformation is a robust fallback and contract management. Many relevant contractual parameters, such as fallback provisions and transactional data, are usually…

LPA-Office

Swiss perspective on IBOR Transition

On Monday, February 11th 2019 Christian Behm joined the flagship event hosted by the Swiss Risk Association “LIBOR –Past, Present And Future”. We would like to emphasize following aspects of this highly valuable event: SNB identified LIBOR shortcomings early and developed a vision and a SARON roadmap already in 2009 (long before the IOSCO principles were published)…

Postponement of EU BMR December 2019 deadline

Will recent developments mark the end of LIBOR and EURIBOR by January 2022? Possibly, a major change for the benchmark roadmap has been discussed during the first reading in parliament on 14 Jan 2019. Members of the Committee on Economic and Monetary Affairs (ECON) voted almost unanimously in favor to the amendment of article 51…

Case Clearing

Risk Magazine Special Report 2018 “Beyond Libor”

The special report of Risk magazine on the subject of IBOR transition contains a variety of valuable information on the IBOR transition. We are pleased that LPA was involved with an article on valuation effects of the switch to RFRs. The publication can be found here: PDF

Case Clearing

Current IBOR Initiatives and developments during Q3 2018.

During the last quarter a range of central questions were answered and decisions made. The developments all point to the end of IBORs as we know them. The key topics during the last three months are: The Euro Euro Working Group, after completing the hearing regarding the new Euro risk-free rate, announced their decision on…

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