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Showing 11 to 20 of 89 search results for month US dollar LIBOR settings will.
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Meeting the challenge in our changing global markets
Speech by Sarah Pritchard, Executive Director of Markets, and Executive Director of International, at the UK Finance and EY: Capital Markets insights launch conference. -
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. -
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. -
Announcements on the end of LIBOR
The FCA has announced the dates that panel bank submissions for all LIBOR settings will cease, after which representative LIBOR rates will no longer be available. -
LIBOR – 6 months to go
Speech by Edwin Schooling Latter, FCA Director of Markets and Wholesale Policy, delivered at UK Finance's Commercial Finance Week -
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. -
CP22/11: Winding down ‘synthetic’ sterling LIBOR and US dollar LIBOR
We seek views on winding down the 1, 3 and 6-month synthetic sterling LIBOR settings, and information on market participants’ exposure to US dollar LIBOR. -
LIBOR and the FCA's powers under the UK Benchmarks Regulation: questions and answers
In September 2021, we published information for firms to help manage an orderly wind-down of LIBOR. We explain this as well as information about our UK Benchmarks Regulation (BMR) powers. -
Further arrangements for the orderly wind-down of LIBOR at end-2021
The sterling, Japanese yen, Swiss franc and euro LIBOR panels are ceasing on 31 December 2021 -
FCA encourages market participants to continue transition of LIBOR-linked bonds
Action for issuers and bondholders of outstanding LIBOR-linked bonds.