The fixing of the Libor and Euribor benchmark rates has proven vulnerable to manipulation. Individual rate-setters may …

Infolge der Anwendung der Benchmark-Verordnung steht fest, dass Eonia und Euribor in der aktuellen Form ab 1. Januar … Veröffentlichung am 2. Oktober 2019. An der Euribor-Nachfolge wird zweigleisig gearbeitet. Einerseits strebt der Administrator European … Money Markets Institute eine Zulassung des reformierten Euribor nach der hybriden Ermittlungsmethode an. Ein Antrag wird bei …

The reform of LIBOR by its administrator IBA to a transaction-based benchmark, completed 2019, has not succeeded due to … lack of transactions. In July 2017 the UK FCA Chief Bailey prepared the market for the end of LIBOR by end-2021. National … working groups have developed alternatives to LIBOR based on overnight Risk-Free Rates. For derivatives linked to LIBOR and …

EURIBOR for USD LIBOR, which has increased the cross-currency basis. … retained its credit-risky and forward-looking benchmark rate in the (hybrid) EURIBOR. The largest adjustment has been the shift … from EONIA to €STR OIS discounting. USD IRS will move from USD LIBOR to the overnight rate SOFR. Consequently, interest …

The fixing of the Libor and Euribor benchmark rates has proven vulnerable to manipulation. Individual rate-setters may …