Benchmark
Integrating smart beta into a developing Chinese market
Sponsored Q&A: Premia Partners
Industry mulls auction-based Libor swaps transition plan
Stanford’s Darrell Duffie proposes solution for switch to referencing alternative risk-free rates
FSB report highlights Eonia worries
Market participants concerned about health of euro overnight rate, which is crucial to swaps contracts
Europe’s Eonia dilemma
As Europe begins formal search for new risk-free rate for swaps, it is unclear whether Eonia will survive
LCH set to clear 50-year Sonia swaps
Clearing house says it will clear long-dated swaps linked to the sterling overnight rate by end of 2017
ECB backed to fix floundering euro swaps reform
Swiss, UK and US progress leaves euro swaps market playing catch-up in rates reform
Regulator seeks Libor-style deal to prop up Euribor
Future of €180 trillion Euribor swaps market unclear as banks yet to agree support
Replacing Libor: US swaps market eyes long to-do list
New timeline focuses minds on product and contract gaps – but some end-users want to stay put
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
Sponsored feature: TriOptima
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