Libor
LSE-backed Libor replacement faces data wrangle
Proposed secured rate based on data from NEX, which has a competing offering
Review of 2016: turn and face the strange
Post-crisis reform has caused upheaval, but gave recent years a sense of direction; in 2016, that was missing
Fed adviser defends US Libor alternatives
Risk USA: GC repo and OBFR are still viable reference rates, says David Bowman
Why did the crisis cause such large op risk losses?
Huge losses from the 2008 crisis can be seen as a short option position
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
How banks weathered the money market storm
Bank funding desks tapped standalone accounts and offshore investors for cash as prime funds slumped
Ultra-short funds see opening in money market reforms
US asset managers aim to capitalise as investors move cash from money market funds
Benchmark misery will continue to plague banks
Index rigging caused $574 million of op risk losses in May, writes Megan van Ooyen from SAS
Manipulation threat to FRTB data pooling
Concerns over the governance of submitted data and costs could spawn rival initiatives
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
Iosco considering benchmark proportionality guidance
Chair says EU rules an example of how to avoid one-size-fits-all approach
EU benchmark proposal may hit commodity index publishers
Platts fears indexes will be ‘less robust’ due to provision on supervised entities
BoJ: unsecured overnight rate top pick for Ibor alternative
Isda AGM: New rate would complement rather than replace existing ones
Post-Libor squeeze could stifle benchmarks, industry warns
Obligations set to mushroom for administrators and contributors
Swiss eye Saron for risk-free rate
Working group considers one rate to rule them all
Benchmark reform could hit cross-currency basis
Traders criticise fragmented development of new risk-free rates
Libor reform: the sound of silence
Moves to push swaps off Libor have generated surprisingly little noise
Beyond Libor: what reform plans mean for swaps users
Big bang still an option in plans to propagate new benchmarks
Benchmark providers eye banks’ prop index disposals
Stricter oversight could see index houses gobble up dealers’ in-house indexing units
Isda would create protocol for swap rate ‘big bang’
Tool to allow for legacy contract amendments in case of OIS rate change
EU's foreign benchmark equivalence rules under fire
Critics fear repeat of CCP approvals saga