Transcription of CALCULATION METHODOLOGY - ABS
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CALCULATION METHODOLOGY - ABS
CALCULATION METHODOLOGY CALCULATION METHODOLOGY for the ABS Benchmarks ABS Benchmarks Administration Co. Pte Ltd 4 January 2016 4 Jan 2016 Page 2 of 11 A. Introduction ABS Benchmarks Administration Co Pte Ltd (ABS Co.) was setup in June 2013 specifically to own and administer the ABS Benchmarks in Singapore - the Singapore Interbank Offered Rate (SGD SIBOR), the Singapore Dollar Swap Offer Rate (SGD SOR), the Singapore Dollar Spot FX and the Thai Baht Spot FX. It is a fully owned subsidiary of the Association of Banks in Singapore (ABS). ABS Co. has appointed Thomson Reuters, as the CALCULATION Agent to calculate and determine the Benchmarks on its behalf.
CALCULATION METHODOLOGY Calculation Methodology for the ABS Benchmarks ABS Benchmarks Administration Co. Pte Ltd absCo@abs.org.sg 4 January 2016
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