Taiwan fixing could fragment offshore renminbi liquidity

Viren Vaghela
Xiao Wang
01 Sep 2014

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

The launch of a renminbi Taipei interbank offered rate (Taibor) fixing called CNT Taibor, sparks concern about fragmented liquidity pools, with different rates being offered in each offshore market.

The new fixing will start life on September 1 and comes just over a year after the first such launch, the CNH Hibor in Hong Kong, which already has a number of derivatives products referenced to it, such as interest rate swaps at tenors out to one year.

In Taiwan the formal benchmark is also expected

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]