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EURIBOR Risk Free Rates (RFRs)

McGuireWoods LLP

LMA Publishes RFR Facility Documentation

McGuireWoods LLP on

On January 28, 2021, the UK Loan Market Association (LMA) published exposure drafts of two multicurrency term and revolving facilities agreements which incorporate, among others, backward-looking compounded risk-free rates...more

Jones Day

ISDA's IBOR Supplement and Protocol: Background, Operation, Prognosis

Jones Day on

The International Swaps and Derivatives Association, Inc. ("ISDA") has finally published its long-awaited "Amendments to the 2006 ISDA Definitions to include new IBOR fallbacks" ("IBOR Supplement") and accompanying "protocol"...more

A&O Shearman

International Swaps and Derivatives Association Announces Results of LIBOR Fallbacks Consultation and New Pre-Cessation Fallbacks...

A&O Shearman on

The International Swaps and Derivatives Association has published the results of its consultation on fallbacks to be introduced into standard ISDA documentation based on alternative risk-free rates for EUR LIBOR and EURIBOR....more

A&O Shearman

Working Group on Euro Risk-Free Rates Recommends Fallback Provisions Contracts Referencing EURIBOR

A&O Shearman on

The European Central Bank has published a report by the working group on euro risk-free rates providing high-level recommendations for fall-back provisions in contracts for cash products and derivatives transactions...more

Dechert LLP

Financial Services Quarterly Report - Third Quarter 2018: A Break from the “B” Word – LIBOR and Benchmark Reform – Progress has...

Dechert LLP on

Six months have now passed since publication of the Dechert OnPoint, LIBOR – Where Are We Now?, and in that period progress on benchmark reform and the development of alternative risk-free-rates (RFRs) has gathered pace. At a...more

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