LPA Office

Sources to the IBOR reform

The IBOR Reform is not driven by a single organisation or group. The five currencies in scope of the LIBOR and Euribor benchmarks are has a large number of stakeholders. Here we will try to link to the key contributors.

Working Groups Risk-Free-Rates (RFR)

Currency IBOR Alternative RFR Working Group
GBP GBP LIBOR Reformed Sterling Overnight Index Average (SONIA) Working Group on Sterling Risk-Free Reference Rates
USD USD LIBOR Secured Overnight Financing Rate
(SOFR)
Alternative Reference Rates Committee (ARRC)
EUR EURIBOR,
EUR LIBOR
Euro Short-Term Rate (ESTER) Working Group on Euro Risk-Free Rates
CHF CHF LIBOR Swiss Average Rate
Overnight (SARON)
National Working Group on Swiss Franc Reference Rates
JPY JPY LIBOR Tokyo Overnight Average Rate
(TONA)
Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks

Benchmark Administrators ICE/IBA and EMMI

ICE/IBA: ICE LIBOR

EMMI: Euribor Reform

EMMI: Eonia Reform

ECB: ESTER Q&As

Industry Organisations

ISDA, AFME, ICMA, SIFMA, SIDFMA-AMG: IBOR Global Benchmark Transition Report June 2018.

This document is a good starting-point for understanding the overall transition.

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IBOR-Reform

Christian Behm
Christian Behm
Your partner for
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Christian Behm
Christian Behm
Your partner for
Risk & Quant Consulting
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