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Fallback provisions as safety net

IBOR Reform in Switzerland, Part IV

The Swiss Average Rate Overnight (SARON) is expected to replace CHF LIBOR by the end of 2021. The transition to this new reference rate includes debates concerning the alternative methodologies for compounding SARON. This article addresses the challenges associated with the fallback provisions.

Compounded SARON and Swiss Market Development

IBOR Reform in Switzerland, Part III

The Swiss Average Rate Overnight (SARON) is expected to replace CHF LIBOR by the end of 2021. The transition to this new reference rate includes debates concerning the alternative methodologies for compounding SARON. This article aims to provide the latest updates on the Swiss National Working Group’s (NWG) view and latest market development on compounded SARON.

Calculation of compounded SARON

IBOR Reform in Switzerland, Part II

The Swiss Average Rate Overnight (SARON) is expected to replace CHF LIBOR by the end of 2021. The transition to this new reference rate includes debates concerning the alternative methodologies for compounding SARON. This article addresses the challenges associated with the compounding alternatives.

SAP responds to IBOR reform

Roadmap of alternative risk-free rates

While the COVID-19 pandemic has placed pressure on the global IBOR Reform timelines, corporates should remain on course with their IBOR transition plans with regards to their treasury technology providers.

IBOR transition effects for the insurance industry

The end of the IBOR era is near and IBOR transitions are a big challenge for both the regulators and the insurance industry. Survey results have revealed that most of the insurance firms already have a formal transition plan in place. However, these often lack details, unified planning, and strategizing investment priorities. Nevertheless, we need to anticipate for the transition before the end of 2021.