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IBOR transition update (Dec 2021)

IBOR transition update (Dec 2021)

John Ewan

20 years: Interest rate benchmarks

The discontinuation of LIBOR has been a project that has been in motion since 2014. It is a project that impacts the entirety of the financial landscape. The project has been driven by the official sector and market practitioners are gradually getting on board, partially because they have concluded the change is now inevitable.

Compliance

Foundational

The discontinuation of LIBOR has been a project that has been in motion since 2014. It is a project that impacts the entirety of the financial landscape. The project has been driven by the official sector and market practitioners are gradually getting on board, partially because they have concluded the change is now inevitable.

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IBOR transition update (Dec 2021)

5 mins 47 secs

Overview

The discontinuation of LIBOR has been a project that has been in motion since 2014. It is a project that impacts the entirety of the financial landscape. The project has been driven by the official sector and market practitioners are gradually getting on board, partially because they have concluded the change is now inevitable.

Key learning objectives:

Understand the difference between forward looking rates (IBORs) and backward looking rates (RFRs)
Understand how synthetic rates will be calculated

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This content is also available as part of a premium, accredited video course. Sign up for a 14-day trial to watch for free.

Summary

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This content is also available as part of a premium, accredited video course. Sign up for a 14-day trial to watch for free.

Expert

John Ewan

John Ewan

John Ewan has over 20 years of experience managing financial benchmarks in every major market across asset classes, with direct experience of managing regulated benchmarks and indices since 2013. Currently, John scopes, develops and implements compliance solutions for Treasury, FX rates and FICC. He has a strong track record of implementing reform, management, and commercialisation of benchmarks and indices.

Introduction to Risk-Free Rates (RFRs)

Introduction to Risk-Free Rates (RFRs)

09:11

IBOR Transition Update and Legacy Contracts (Dec 20) I

IBOR Transition Update and Legacy Contracts (Dec 20) I

12:51

IBOR Transition Update and Legacy Contracts (Dec 20) II

IBOR Transition Update and Legacy Contracts (Dec 20) II

09:22

IBOR Transition Update (Mar 21)

IBOR Transition Update (Mar 21)

12:39

IBOR Transition Update and Synthetic LIBOR (Apr 21)

IBOR Transition Update and Synthetic LIBOR (Apr 21)

14:05

IBOR Transition Update by Asset Class (May 21)

IBOR Transition Update by Asset Class (May 21)

13:51

IBOR Transition Update and Credit Sensitive Rates (Aug 21)

IBOR Transition Update and Credit Sensitive Rates (Aug 21)

12:48

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IBOR Transition Update (Mar 21)

In the previous videos on this series, John discussed what LIBOR is and why it exploded. In this video he discusses the role of key players in a LIBOR transition. He further talks us through the series of tightly coordinated announcements made by the FCA, ICE Benchmark Administration and the Federal Reserve on Friday, 5th of March.

John Ewan • 12:39