Article ID: 09fa4dfa2f81dd9cb3368e753d2ff7a1f0400fe05a5ed13993aa0d80ba940a0f
Source ID: regulatory:risk.net
Published At: -
Extraction Method: trafilatura
URL: https://www.risk.net/insight/libor
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Markets Transitioning away from Libor is the biggest change to financial operations that many firms have ever undertaken. In the coming months, all Libor-based exposures will need to transition to risk-free interest rates such as SOFR or Sonia. While five US dollar Libor fixings will remain in place until June 2023, regulators insist that no new Libor risk should be traded after the end of 2021. The implications for products with floating rates beyond the Libor phase-out are huge. Risk.net is one of the most visited sites for up-to-the-minute information and analysis on the Libor transition. This section features predominantly third-party content. Read more about our policy on this content here. The changing shape of variation margin collateral Financial firms are increasingly open to using a wider variety of collateral when posting variation margin on uncleared derivatives. But concerns, including cost and operational complexity, are currently slowing efforts to use more non-cash alternatives LSEG streamlines post-trade efficiency across cleared and uncleared markets LSEG’s Post Trade Solutions extends clearing-style efficiencies to bilateral markets, helping Apac clients navigate rising margin and risk management pressures Rethinking credit risk The challenges confronting credit risk leaders – from shifting macro dynamics and sovereign pressures to growing counterparty complexity Inside the 2025 BIS FX survey: dollar wobbles, trading shifts and settlement risks BIS’s triennial survey shines a light on the forces shaping global FX markets Fitch Solutions Toolkit for Credit Risk Leaders: enhancing credit risk management, mitigation and strategic decision-making The Fitch Solutions Toolkit for Credit Risk Leaders is a practical guide to enhancing visibility, agility and control across the credit risk workflow How next-generation exchange infrastructure is redefining global market access Designed to reimagine market connectivity, GAN offers strategic significance for financial institutions, regulators and exchanges BIS 2025 FX survey: What the results mean for global markets Key findings from the BIS triennial FX and OTC derivatives survey Fixed income ecosystem Manage risk, uncover opportunity and make informed decisions with ICE’s end-to-end fixed income solutions US Treasury clearing success depends on competition and choice The origins of the forthcoming clearing mandate for US Treasury securities and details of the ICE clearing platform scheduled to launch by end of year ICE’s approach to pricing global fixed income assets Accurate and transparent bond pricing is critical for managing risk, meeting regulatory requirements and making informed investment decisions Repricing risk in a global rate reset Firms are reallocating risk exposure, evolving forecasting models and leveraging deep macroeconomic data to uncover patterns and challenge assumptions A paradigm shift for prepayment risk assessment For MBS investors, the ability to link data to specific loans and securities offers more precise analysis, alongside other advances in data and analytics Fixed income finesse: striking a balance amid shifting rates An increasingly unpredictable economic environment leads investors to look for a wider range of products to satisfy evolving strategies Digital asset derivatives: unlocking growth through regulated trading and clearing The broader market trends driving institutional adoption before examining regulatory developments, risk management and the role of central clearing Investors find smoother path with smart beta In the face of evolving volatility, investors are demanding a smarter approach to strategic asset allocation The future of quantitative investment Discussion on the increasing appeal of QIS, latest trends and use cases in the Apac region Repo on Execute: unlocking liquidity with innovations in market structure Execute is driving the digital transformation of the repo market, creating a new standard for the industry The future of fixed income Apac investors’ use of fixed income products, the fast-track evolution of the UBS fixed income proposition and the innovations likely to be seen by 2030 The Term €STR transition: challenges and market readiness The progress, challenges and factors shaping the adoption of Term €STR as financial institutions transition from Euribor J.P. Morgan Inverse VIX Futures ETN: a more intuitive approach to risk J.P. Morgan’s new inverse Vix futures ETN, designed for a more stable risk profile Yen rise spurs Japanese rates market surge Traders are moving on an expectation of increased yen volatility in 2025
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