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Page 6 - Risk Free Rates Rfrs News Today : Breaking News, Live Updates & Top Stories | Vimarsana

Dealers commence tackling US Libor swaptions transition

Complexity of legacy book and CCP deadlines sees banks turn to new Capitalab service

David briggsNited states usInterest rate derivativesInterest rate optionsRisk free rates rfrs

Refinitiv beefs up term €STR with cleared LCH swaps

Use of OIS transaction prices reflects data-sufficiency worries and euro-market desire for T+1 publication

European money markets institute emmiIntercontinental exchange iceRisk free rates rfrsInterest rate derivativesNterest rate swapsInterest rate futuresEuro short term rate str

NY Fed paper warns of systemic risks from SOFR credit lines

Stress tests need to account for credit facilities being “drawn to the limit”, says Stanford’s Duffie

New yorkUnited statesFederal reserve bankStanford university darrell duffieStanford universityDarrell duffieNew york fedFederal reserve bank of new yorkNited states usRisk free rates rfrsCorporate loansFunding valuation adjustment fva

Euro AXI rate proposed as Euribor fallback

New study lays groundwork for euro version of across-the-curve credit spread index

United kingdomSusanna saroyanOxford universityStanford university darrellRama contStanford universityDarrell duffieEuro short term rate strInterest rate derivativesNterest rate swapsCorporate loansRisk free rates rfrsRedit sensitive rates

ECB group sounds alarm on sluggish Euribor

Money market participants question robustness of key eurozone rate after methodology changes

European central bankEuropean central bank ecbEuropean money markets institute emmiInterest rate derivativesNterest rate swapsInterest ratesOvernight index swapsRisk free rates rfrsEuro short term rate str

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