Benchmark
FCA’s Libor plans a ‘reality check’ for loans, bonds, RMBS
Chair of US benchmark group says surprise announcement will push rate reform beyond swaps
FCA moots synthetic Libor as rates fallback
Once Libor is allowed to die, replacement could be risk-free rate plus fixed credit spread
Swaps users face potential margin bill for Libor transition
New margin rules could snare legacy trades amended to reference alternative rates, lawyers warn
Benchmark fallbacks should be regulated, says industry
Fears of basis risk unless all users are obliged to write backup rates into legacy contracts
BIS releases final forex code of conduct
BIS releases principles for good conduct in foreign exchange markets
What to do about Libor?
Darrell Duffie explains why transition from Ibor-based benchmarks is necessary and feasible
Bank scandals suggest cultural problems are industry-wide
Libor-rigging and similar misconduct across multiple firms may be the result of 'macro-cultures'
OTC data under the microscope: Cleaning up derivatives data repositories
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Treading the high wire: The biofuel demand growth balancing act
Sponsored Q&A: Energy Risk Commodity Rankings 2017 | Prima
LSE-backed Libor replacement faces data wrangle
Proposed secured rate based on data from NEX, which has a competing offering
OCC fines Usher and Ramchandani $5m each in FX ‘Cartel’ probe
Former traders were indicted by the DoJ for the same offences
Exposing actionable insights in credit risk management
Sponsored webinar: Moody's Analytics and Qlik
Fed adviser defends US Libor alternatives
Risk USA: GC repo and OBFR are still viable reference rates, says David Bowman
CSA reviews necessary after Sonia reform, lawyers warn
Benchmark administrator change may require amendments
Benchmarking the loss given default parameter for mortgage loan portfolios under stress
The authors analyze the impact of a decline in property prices that leads to stressed recovery rates for collateral on the loss given default (LGD) parameter in portfolios of mortgage loan.
US Treasury: prepare for a post-Libor world
Senior official urges participants to adopt new benchmark
BoE plans could force change to Libor-Sonia swap payments
Reformed Sonia proposals may see floating-leg settlements delayed
Lawmakers rush to double Euribor panel membership
Benchmark designated “critical” to stem departures and enable transaction-based methodology
Benchmark misery will continue to plague banks
Index rigging caused $574 million of op risk losses in May, writes Megan van Ooyen from SAS
Dealers commit to provide liquidity for Libor alternative
Transition will be gradual with bilateral swaps adopting new rate before CCPs
BoE's Sonia fixation complicates secured rate transition
Bank's continuation of Sonia could jeopardise shift to secured rate as Libor replacement
BoE: Libor reform needs swaps market support
“The dependence on term Libor fixings remains an unnecessary vulnerability,” writes BoE’s Salmon
Australian banks fear loss of rates trading name give-up
A push towards anonymous trading via platforms could undermine counterparty risk management
Forex market to adopt global code of conduct by end-Q3
Participants excited about conduct guidance, but say firms' internal behaviour will ultimately create change