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The End of LIBOR: Hotel California Edition [Part IV]
23 Apr 2025 18:00 GMT
During the transition of the London InterBank Offered Rate (LIBOR) to the approved substitute benchmark … was not a related swap.
Interest Rate Swaps
The following discussion relates … used for swaps). However, there was often lender/swap counterparty …
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What was the LIBOR rate, and what happened to it?
03 Apr 2025 07:25 GMT
… . Behind the technical name — the London Interbank Offered Rate — stood a simple idea. Every … trading volumes around LIBOR. Interest rate swaps worth trillions used LIBOR as their … biggest shock from LIBOR’s end. Interest rate swaps worth hundreds of …
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Trump deregulation push boosts appeal of swap spread wideners in bond market
05 Mar 2025 10:31 GMT
… assets called interest rate swaps. Analysts said this … Investors and corporations use swaps to hedge interest rate … lower, consequently widening swap spreads. Swap spreads across the curve … free SOFR from Libor, or the London Interbank Offered Rate, there is no …
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RBI likely to use long-term buy-sell currency swaps for effective liquidity management: SBI Research
20 Jan 2025 07:19 GMT
… -3 years) buy-sell currency swaps to shore up reserves and … doing short-term buy-sell swaps to replace the maturing forward … Overnight Funding Rate (SOFR) replacing LIBOR and better reflecting the prevailing …
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How the ‘trade of the year’ in the bond market became a nightmare for investors after Trump’s tariffs
14 Apr 2025 05:04 GMT
… , it relates to the swaps spread, or difference, between … replaced the scandal-plagued London Interbank Offered Rate, or “LIBOR,” over the past … tightening of the SOFR swaps spread,” said Matthew Scott … the 30-year SOFR swap spread collapsing overnight on …
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NEPRA approves transition from LIBOR to SOFR for power producers
06 Dec 2024 12:09 GMT
… formulas for transitioning from the London Interbank Offered Rate (LIBOR) to the Secured Overnight … as recommended by the International Swaps and Derivatives Association (ISDA).
… determinations before the cessation of LIBOR after September 30, 2024. …
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Philippines May Start Rate Swaps Monday in Capital Reform Push
14 Nov 2024 09:14 GMT
… to start interest rate swap transactions on Monday, firing … fastest-growing economies.
Swap market makers are ready … global use of the London Interbank Offered Rate last year.
The Bankers … live once the International Swaps and Derivatives Association recognizes …
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Standard Chartered wins Libor-linked court battle against investors
15 Oct 2024 21:16 GMT
… at three-month USD Libor ($3m Libor) plus 1.51 per … was recommended by the International Swap Dealers’ Association, and endorsed … that when the publication of Libor ceased, Standard Chartered was … effects of the cessation of Libor publication.
It was noted …
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Philippines Deepens Capital Market By Revamping Swaps, Repos
01 Oct 2024 04:38 GMT
… year, when the scandal-plagued London interbank offered rate, or Libor, ceased publication. That’s … go live once the International Swaps and Derivatives Association recognizes the … the revamped peso interest rate swap.
--With assistance from Manolo Serapio …
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South Korea to set guidelines to speed up switch to new interest rate swaps benchmark, say sources
13 Aug 2024 04:53 GMT
… conducting future interest rate swap transactions, although they … global cessation of the London interbank offered rate, South Korea has … of interest rate swap transactions are mostly … borrowing, from interest rate swaps and collateralized loan obligations. …