Benchmark

Libor transition readiness – The current narrative

The decommission of Libor is making a huge imprint on the global financial services sector. The transition from Libor to alternative reference rates may just be the largest financial engineering project the world has ever seen. While the capital markets…

FRTB – Special report 2020

Throughout FRTB’s troubled gestation, regulators were warned that making the internal models approach too operationally complex and capital-intensive would mean few outside the biggest banks wanted to use it – with the potentially dire consequence that…

Libor Risk – Quarterly report Q2 2020

Detaching an estimated $350 trillion of financial contracts from Libor was always going to be an uphill struggle. For a rump of so-called “tough legacy” contracts it’s a near impossible task. Now their future lies in the hands of legislators

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