Benchmark
Fed finalises new market benchmarks
Three transaction-based alternatives to US dollar Libor to launch in 2018
FASB to vote on hedge accounting for US Libor successor
Standards body likely to approve SOFR as eligible
Eonia jump forces rethink of euro swap pricing
Traders say volatility of discount rate should be taken into account after "unprecedented" 12bp move
The fraught search for a Libor fallback
Banks and buy side disagree over how to prepare for Libor’s death
Fed’s Powell on Libor reform, repo and clearing
Risk30: Market doesn’t need to “clear all US dollars in US and all euros in eurozone” says next Fed chair
Pimco calls for urgency on Libor transition
Bond giant wants SOFR rate published “sooner rather than later”; BlackRock raises questions over liquidity
CME to launch bitcoin futures
Client interest inspires fourth-quarter launch target for cash-settled contract
Swiss regulator fast-track key to cleared Saron swaps launch
Ice warns against rushing new products into clearing, however
Integrating smart beta into a developing Chinese market
Sponsored Q&A: Premia Partners
Industry mulls auction-based Libor swaps transition plan
Stanford’s Darrell Duffie proposes solution for switch to referencing alternative risk-free rates
FSB report highlights Eonia worries
Market participants concerned about health of euro overnight rate, which is crucial to swaps contracts
Europe’s Eonia dilemma
As Europe begins formal search for new risk-free rate for swaps, it is unclear whether Eonia will survive
LCH set to clear 50-year Sonia swaps
Clearing house says it will clear long-dated swaps linked to the sterling overnight rate by end of 2017
ECB backed to fix floundering euro swaps reform
Swiss, UK and US progress leaves euro swaps market playing catch-up in rates reform
Regulator seeks Libor-style deal to prop up Euribor
Future of €180 trillion Euribor swaps market unclear as banks yet to agree support
Replacing Libor: US swaps market eyes long to-do list
New timeline focuses minds on product and contract gaps – but some end-users want to stay put
FCA’s Libor plans a ‘reality check’ for loans, bonds, RMBS
Chair of US benchmark group says surprise announcement will push rate reform beyond swaps
FCA moots synthetic Libor as rates fallback
Once Libor is allowed to die, replacement could be risk-free rate plus fixed credit spread
Swaps users face potential margin bill for Libor transition
New margin rules could snare legacy trades amended to reference alternative rates, lawyers warn
Benchmark fallbacks should be regulated, says industry
Fears of basis risk unless all users are obliged to write backup rates into legacy contracts
BIS releases final forex code of conduct
BIS releases principles for good conduct in foreign exchange markets
What to do about Libor?
Darrell Duffie explains why transition from Ibor-based benchmarks is necessary and feasible
Bank scandals suggest cultural problems are industry-wide
Libor-rigging and similar misconduct across multiple firms may be the result of 'macro-cultures'
OTC data under the microscope: Cleaning up derivatives data repositories
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