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Showing 22 to 31 of 285 search results for libor.
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A to Z of financial terms - Libor
A to Z of financial services to help you understand financial and legal terms. -
Conduct risk during LIBOR transition
Questions and answers for firms on conduct risk during LIBOR transition. -
LIBOR transition and contractual fallbacks
Speech by Edwin Schooling Latter, Director of Markets and Wholesale Policy at the FCA, delivered at the International Swaps and Derivatives Association (ISDA) Annual Legal Forum. -
So long LIBOR – 3 weeks to go
Speech by Edwin Schooling Latter, FCA Director of Markets and Wholesale Policy and Wholesale Supervision, delivered at delivered at Risk.net’s LIBOR telethon. -
Changes to LIBOR as of end-2021
Publication of 24 LIBOR settings has ended, and the 6 most widely used sterling and Japanese yen settings will be published using a changed methodology. -
FCA issues final messages on LIBOR before end-2021
Final LIBOR publications before end-2021 deadline and remaining actions firms need to take. -
Impact of the coronavirus on firms’ LIBOR transition plans
The FCA, Bank of England and members of the Working Group on Sterling Risk-Free Reference Rates have discussed the impact of the coronavirus on firms’ LIBOR transition plans over the coming months. -
US dollar LIBOR panel – 1 month to go
FCA issues final messages before the important end-June 2023 deadline. -
The US dollar LIBOR panel has now ceased
This marks another critical milestone in the transition away from LIBOR. Overnight and 12-month US dollar LIBOR settings have now permanently ceased. 1-, 3- and 6-month US dollar LIBOR settings will continue to be published using a synthetic -
3-month synthetic sterling LIBOR – 1 month to go
FCA issues final message before the end-March 2024 deadline and a reminder of the expected cessation of US dollar synthetic LIBOR at end-September 2024. -
UK MiFIR data reporting and LIBOR transition
We aim to clarify expectations for investment firms and trading venues submitting UK MiFIR transaction reports and instrument reference data in relation to LIBOR transition