Jason Jurgens

Jones Day

+ Follow Contact

Latest Posts › Alternative Reference Rates Committee (ARRC)

Share:

Stay of Execution Proposed for USD LIBOR

ICE Benchmark Administration Limited ("IBA") upends market expectations by announcing a consultation on an 18-month extension for most tenors of USD LIBOR. IBA announced on November 30, 2020, that it would launch a market...more

12/4/2020 / Alternative Reference Rates Committee (ARRC) , Banking Sector , Financial Conduct Authority (FCA) , ICE Benchmark Administration (IBA) , IOSCO , Libor , Secured Overnight Funding Rate (SOFR)

Back to the Well: ARRC Seeks Market Input on Simplifying Spread Adjustment Calculation

The Development: The Alternative Reference Rates Committee ("ARRC") announced the results of its market consultation on the "spread adjustment" calculation for the LIBOR/SOFR transition on May 6, 2020, but found it necessary...more

5/28/2020 / Alternative Reference Rates Committee (ARRC) , Banking Sector , Financial Markets , Interest Rates , ISDA , Libor , Secured Overnight Funding Rate (SOFR)

ISDA Announces Results of "Final Parameters" Consultation for LIBOR Transition - A two business-day "lag" period and five-year...

The International Swaps and Derivatives Association, Inc. ("ISDA") has announced the results of its "Final Parameters" Consultation (the "Consultation") on a number of important mechanical details and specifications for...more

11/25/2019 / Alternative Reference Rates Committee (ARRC) , Derivatives , Inter-Bank Offered Rates (IBORs) , ISDA , Libor , Risk Free Rates (RFRs) , Working Groups

3 Results

View per page

Page: of 1