Transcription of LIBOR fallbacks and transition
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LIBOR fallbacks and transition
A bloomberg Professional Services Of feringLIBORB loomberg Professional ServicesLIBOR fallbacks and transitionAnswers to common questions around bloomberg s preparations for the shift to risk-free rates. Anticipated completion dates in the glide paths are subject to updated: July 8, 2021 LIBOR fallbacks and transition2 Contents3 LIBOR s Rolling Cessation Begins on December 31, 20214 How bloomberg is Preparing for the SOFR First Initiative5 Fixed Income: LIBOR transition Strategy 6 Identifying securities benchmarked to LIBOR 7 Managing LIBOR transition FAQs 11 LIBOR transition Strategy FAQs14 Derivatives: LIBOR transition Strategy 14 LIBOR transition Strategy FAQsLIBOR fallbacks and transition3 LIBOR s Rolling Cessation Begins on December 31, 2021 The UK Financial Conduct Authority (FCA) and ICE Benchmark Administration (IBA) have announced that all tenors across GBP LIBOR , JPY LIBOR , CHF LIBOR and Euro- LIBOR will be discontinued or become non-representative after December 31, 2021.
In light of this recommendation, Bloomberg will continue to monitor the market data available and will maintain support for LIBOR composites for use in our analytics and models until those data sets are no longer available. In addition, Bloomberg SEF will continue to support LIBOR and SOFR linear swaps.
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