メインコンテンツに移動

Libor death threatens to blow hole in hedges

Isda AGM: BlackRock, Fed stress need for fallbacks to marry up across rates universe

Federal Reserve
Market has “deep desire” for fallback consistency – Fed's Bowman

Read all our coverage from the Isda AGM here

Swaps users are worried gaps will open up in their hedging portfolios in the event of Libor’s death, unless the industry is able to line up so-called fallback language across different rates products – from mortgages and bonds to interest rate swaps.

If Libor stops being published at the end of 2021 – when panel banks will be free to abandon the

コンテンツを印刷またはコピーできるのは、有料の購読契約を結んでいるユーザー、または法人購読契約の一員であるユーザーのみです。

これらのオプションやその他の購読特典を利用するには、info@risk.net にお問い合わせいただくか、こちらの購読オプションをご覧ください: http://subscriptions.risk.net/subscribe

現在、このコンテンツをコピーすることはできません。詳しくはinfo@risk.netまでお問い合わせください。

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

無料メンバーシップの内容をお知りになりたいですか?ここをクリック

パスワードを表示
パスワードを非表示にする

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

ログイン
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here