Libor
UK's FCA dismisses Libor credit component concerns
Regulator bemused by distress raised by US regional banks to Fed
Fed open to more than one Libor replacement – Powell
Lawmaker voices concerns that current replacement rate lacks credit sensitivity
RBNZ supports plan for ‘fallback’ benchmark rate
New Zealand’s benchmark rate-setting body selects the central bank’s policy rate as fallback option
UK regulators set new deadlines for Libor transition
Working group sets out priorities for 2020 as Libor deadline looms
ECB says new eurozone benchmark successfully introduced
Data shows September rate cut fully passed through to new €STR benchmark, ECB says
New York Fed proposes three SOFR averages
Move is “important next step” in encouraging transition from Libor, official says
BSP’s Diokno on forward guidance and cutting reserves
The Central Bank of the Philippines governor speaks to Christopher Jeffery and Alice Shen about fintech, efforts to wean Asia off the US dollar, and why he wants to cut policy and reserve requirement rates
Researchers use option prices to gauge ZLB risk – San Fran Fed
Chance of rates hitting zero lower bound by the end of next year is 16%, researchers find
Riksbank may publish several overnight rates from 2020
As in other jurisdictions, new rate would be based on reported transactions from counterparties
NY Fed president sends warning on Libor transition
Firms “sticking their metaphorical heads in the sand” must act now, Williams says
Derivatives users split over legacy Libor swaps
CCPs say cleared swaps will move to new rates if Libor is no longer representative of markets
Sonia users face three-way choice in term rate
Trio of rival forward-looking versions of sterling Libor successor set to be available
Bank of Canada latest to reform key reference rate
Central bank is set to take over administration of new reference rate next year
BoE drops Libor for hedging UK forex reserves
Bank of England adopts Sonia reference rate in UK Treasury swap programme
SNB replaces Libor with new reference rate
The future of Libor is “not guaranteed” and underlying volume is “dwindling”, says Thomas Jordan
BoE’s Ramsden calls time on Libor use
Deputy governor says progress on transition to Sonia benchmark needs to accelerate
Finding our way to the new Ibors
Richard Heckinger highlights possible pitfalls on the road to new reference rates
Now is a ‘critical time’ for Ibor transitions – Bailey
Global regulators convene in Washington, DC to tackle the transition to new benchmark rates
‘Clock ticking’ for Australian institutions exposed to Libor – RBA’s Kent
Deputy governor warns current fallback measures may not be enough to mitigate transition disruption
US’s first Libor-replacement term rate coming in 2020
Staff at the New York Fed are working on a series of backward-looking averages
Fragility of forex market stays SNB’s hand
Central bank maintains Libor rate target and negative policy rate
Sarb says new interest rate benchmarks may be calculated with ‘actual’ transactions
Current benchmark rate based on flawed market data, South African central bank says
FSB highlights more work to do on global reforms
Documents released ahead of G20 argue for additional efforts in several areas
Book notes: The bank that lived a little, by Philip Augar
History of British commercial bank Barclays fails to address key questions, writes Michael Taylor