Libor

FRTB–Taking Stock of Where We Are Today

This report distills the new approaches for calculating market risk outlined by the Basel Committee, and how regulators across Asia, Europe and the US plan to roll out FRTB in their markets. In addition, the report includes the inputs from banking…

Moving forward with Libor transition and Ibor reform

This report provides a guide to figuring out what is at stake with Libor and other interbank offered rates. It addresses the challenges and risks, the development of alternative data or reference rates, and begins the process of replacing Libor well…

Trouble with the Curve

As the industry scrambles to find the next best thing in a post-Libor world, the most viable emerging substitutions are based on actual transaction data, but still fall short.

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