Strong consensus on how to make fallback RFRs when Ibors end

GLOBALCAPITAL INTERNATIONAL LIMITED, a company

incorporated in England and Wales (company number 15236213),

having its registered office at 4 Bouverie Street, London, UK, EC4Y 8AX

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement

Strong consensus on how to make fallback RFRs when Ibors end

Right size Interest rate yield return index mortgage adobe stock AS 230x150

The International Swaps and Derivatives Association on Tuesday said the derivatives industry seemed to have broadly agreed on a method of calculating replacement rates, known as fallback rates, for interbank offered rates (Ibors), in case those rates stop being calculated.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Request a Free Trial or Login
Gift this article