In this short note we briefly review the state of the art of the ongoing transition from interbank rates (IBORs) to alternative risk free rates, with a focus on LIBOR and EUR benchmark rates. This note is a reduced version of a position paper published by AIFIRM in December 2019 [1], reporting more details regarding the impacts of the transition on Bank’s internal processes, updated to December 2020

Moving form IBORs to Alternative Risk Free Rates

Marco Bianchetti
Primo
;
Umberto Cherubini
Secondo
;
2021

Abstract

In this short note we briefly review the state of the art of the ongoing transition from interbank rates (IBORs) to alternative risk free rates, with a focus on LIBOR and EUR benchmark rates. This note is a reduced version of a position paper published by AIFIRM in December 2019 [1], reporting more details regarding the impacts of the transition on Bank’s internal processes, updated to December 2020
Marco Bianchetti;Umberto Cherubini;Veronica Falco
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11585/828788
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