Synthetic LIBOR

Interest rates - reference rates - LIBOR transition - Financial Conduct Authority.

Proposals for the continued calculation and publication of a limited number of sterling and JPY rates under a changed methodology, after the cessation of the current LIBOR panels at the end of 2021.

See also

• ARRC
• Base rate
• Benchmark
• Benchmarks Regulation
• €STR
• EURIBOR
• euro LIBOR
• Financial Conduct Authority (FCA)
• FRAND
• ICE Benchmark Administration
• ICE LIBOR
• ICE Swap Rate
• New York Funding Rate
• Official Bank Rate
• Pre-€STR
• Reference rate
• SARON
• SIBOR
• SOFR
• SONIA
• TED spread
• TIBOR
• TONAR
• Transition risk

External link

FCA consults on proposed decision to require synthetic LIBOR for 6 sterling and Japanese yen settings