Report considers the use of forward-looking risk-free rate term rates as alternatives to overnight risk-free rates.
Publications
48 results
FSB statement on the use of the ISDA spread adjustments in cash products.
This statement encourages authorities to ensure that regulated entities align their use of new LIBOR contracts with the relevant timelines for the respective currency, regardless of where the trades are booked.
20 January 2021
Annual work programme and publication timetable for the FSB
20 November 2020
Annual report sets out progress in implementing interest rate benchmark reforms and stresses need for increased action in 2021.
16 October 2020
Steps firms need to take before end-2021 to remove remaining dependencies on LIBOR.
FSB Chair Randal K. Quarles’ letter to the G20 ahead of their July virtual meeting.
15 July 2020
Report on COVID-related financial stability implications, policy measures taken and work to assess their effectiveness.
Report on the remaining challenges in transitioning from LIBOR, with recommendations to support transition.
FSB Chair Randal K. Quarles’ letter to the G20 ahead of their April virtual meeting.