Fillip for credit-sensitive rates as Axi, Critr advance
IHS Markit makes benchmarks available for live products; Invesco appointed as Axi administrator
A pause in the regulatory attack on credit-sensitive benchmarks has seen two providers ramp up efforts to offer Libor successor rates for use in new contracts but may have come too late for Ice’s Bank Yield Index, which ceased publication at the end of last year.
IHS Markit is now offering its Credit Inclusive Term Rate (Critr) and Credit Inclusive Term Spread (Crits) for live use in financial
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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Markets
Treasury mulls investing cash in repo. Experts aren’t convinced.
Putting idle cash to work would earn paltry returns and perhaps depress private lending activity, say sceptics
SocGen is getting into the systematic equity dispersion game
New single-stock options index is first step to plugging a gap in the bank’s QIS business
Ice sets up four-way race for Japan’s Tona futures
London joins Osaka, Tokyo and Singapore exchanges in battle for yen rates contracts
HK listing revisions may boost structured product diversity
Reduced minimum fees and size could temper ‘emulation’ issue dominance
UK insurers weigh alternatives to funded reinsurance
Tougher-than-expected PRA capital proposals push insurers to explore new sources of yield
Industry calls for Hong Kong T+1 delay amid congestion fears
Q4 2027 alignment with Europe and UK transition raises operational risk concerns
AI could shrink trader roles – markets heads
DekaBank, BNPP AM see hedging, risk position management and bond markets as ripe for robots
Waiting for the light: what’s stalling European equity markets?
Esma says EU market has a structural problem, but the focus on lit vs dark trading overlooks post-trade issues