Endnotes – LIBOR Transition: Being Forwarned is Forearmed

 


[1] Regulators  FSB – Financial Stability Board, BCBS – Basel Committee on Banking Supervision; CPMI – Committee on Payments and Market Infrastructures; IAIS – International Association of Insurance Supervisors; EIOPA – European Insurance and Occupational Pensions Authority

[2] Standard-setting Bodies  IASB – International Accounting Standards Board, IOSCO – International Organization of Securities Commissions

[3] Dodd-Frank  https://corpgov.law.harvard.edu/2010/07/07/summary-of-dodd-frank-financial-regulation-legislation/

[4] Basel III  https://www.bis.org/bcbs/basel3.htm

[5] Insolvency II  https://eiopa.europa.eu/regulation-supervision/insurance/solvency-ii

[6] EMIR  https://ec.europa.eu/info/business-economy-euro/banking-and-finance/financial-markets/post-trade-services/derivatives-emir_en

[7] MIFID  https://ec.europa.eu/info/law/markets-financial-instruments-mifid-ii-directive-2014-65-eu_en

[8] BCBS  https://www.bis.org/bcbs/publ/d475.htm

[9] July 2014 – FSB Reforming Major Interest Rate Benchmarks   https://www.fsb.org/work-of-the-fsb/policy-development/additional-policy-areas/financial-benchmarks/

[10] July 2013 – IOSCO Principles for Financial Benchmarks  https://www.iosco.org/about/?subsection=display_committee&cmtid=21

[11] Jan 2016, effective 2018 – EU Benchmarks Regulation  https://www.esma.europa.eu/policy-rules/benchmarks

[12] ICE Presse Releasee October 2014  https://ir.theice.com/press/press-releases/all-categories/2014/10-20-2014

[13] July 2017 FCA – The Future of LIBOR   https://www.fca.org.uk/news/speeches/the-future-of-libor

[14] Dec 2019 FSB & ISDA Pre-Cessation  https://www.isda.org/2019/12/04/isda-letter-to-fsb-ossg-on-pre-cessation-issues/

[15] Nov 2019 RFR Tough Legacy WG  https://www.bankofengland.co.uk/-/media/boe/files/markets/benchmarks/rfr/newsletter/november-2019.pdf?la=en&hash=E610836975DADEF1C798B02B0352454C3A948BF1

[16] Dec 2019 FSB & ISDA Pre-Cessation  https://www.isda.org/2019/12/04/isda-letter-to-fsb-ossg-on-pre-cessation-issues/

[17] 2019 September stress in dollar repo markets: passing or structural  https://www.bis.org/publ/qtrpdf/r_qt1912v.htm

[18] Dr. Marc Henrard   http://multi-curve-framework.blogspot.com/2019/03/fallback-compounding-in-arrears-wont.html

[19] ARRC-recommended SOFR rate/spread adjustment to LIBOR contracts governed by New York law across all asset classes  https://www.newyorkfed.org/medialibrary/microsites/arrc/files/2019/ARRC-Minutes-Nov-2019.pdf

[20] Risk Management   https://www.pmi.org/learning/library/risk-analysis-project-management-7070

[21] Issues Management  https://www.pmi.org/learning/library/project-risk-management-issues-management-7267

[22] Figure 1 – IBOR Transition Target Operating Model (IBOR TOM)

[23] Project Methodologies  https://www.pmi.org/learning/library/making-project-methodology-fit-guide-6085

[24] PROSCI Change Management  https://blog.prosci.com/applying-adkar-to-new-change-management

[25] Corporate and Risk Governance  https://www.occ.gov/publications-and-resources/publications/comptrollers-handbook/files/corporate-risk-governance/index-corporate-and-risk-governance.html