Locke McMurray

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Latest Posts › Alternative Reference Rates Committee (ARRC)

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Stay of Execution Proposed for USD LIBOR

ICE Benchmark Administration Limited ("IBA") upends market expectations by announcing a consultation on an 18-month extension for most tenors of USD LIBOR. IBA announced on November 30, 2020, that it would launch a market...more

12/4/2020 / Alternative Reference Rates Committee (ARRC) , Banking Sector , Financial Conduct Authority (FCA) , ICE Benchmark Administration (IBA) , IOSCO , Libor , Secured Overnight Funding Rate (SOFR)

Back to the Well: ARRC Seeks Market Input on Simplifying Spread Adjustment Calculation

The Development: The Alternative Reference Rates Committee ("ARRC") announced the results of its market consultation on the "spread adjustment" calculation for the LIBOR/SOFR transition on May 6, 2020, but found it necessary...more

5/28/2020 / Alternative Reference Rates Committee (ARRC) , Banking Sector , Financial Markets , Interest Rates , ISDA , Libor , Secured Overnight Funding Rate (SOFR)

ARRC Published Recommended LIBOR Transition Language For Residential Adjustable Rate Mortgages - The ARRC's recommended language...

Last Friday, the Alternative Reference Rates Committee ("ARRC") published its recommended language to address LIBOR's probable cessation after 2021 in newly issued residential adjustable rate mortgages ("ARMs"). Minutes...more

11/26/2019 / Adjustable-Rate Mortgage , Alternative Reference Rates Committee (ARRC) , Fannie Mae , Freddie Mac , Inter-Bank Offered Rates (IBORs) , Libor , Mortgages , Secured Overnight Funding Rate (SOFR)

ISDA Announces Results of "Final Parameters" Consultation for LIBOR Transition - A two business-day "lag" period and five-year...

The International Swaps and Derivatives Association, Inc. ("ISDA") has announced the results of its "Final Parameters" Consultation (the "Consultation") on a number of important mechanical details and specifications for...more

11/25/2019 / Alternative Reference Rates Committee (ARRC) , Derivatives , Inter-Bank Offered Rates (IBORs) , ISDA , Libor , Risk Free Rates (RFRs) , Working Groups

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