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;Umberto Cherubini;Veronica Falco. - In: RISK MANAGEMENT MAGAZINE. - ISSN 2612-3665. - STAMPA. - 16:1(2021), pp. 14-18. [10.47473/2020rmm0080]
Moving form IBORs to Alternative Risk Free Rates
Marco BianchettiPrimo
;Umberto CherubiniSecondo
;
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 2020File in questo prodotto:
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RMM-2021-01.pdf
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