Market Abuse Regime and Reset risk: Difference between pages

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''European Union (EU)''.
''Floating interest rates - risk management - repricing risk.''


(MAR).
Reset risk is a type of repricing risk.


The system and environment of detailed regulation created by the Market Abuse Regulation.
Repricing risk is the risk of adverse effects resulting from changes in floating interest rates.


Reset risk is the additional risk resulting from a relevant reference rate being observed on a single day - and then incorporated into a longer contractual period.


==See also==
* [[Confidential information]]
* [[Directive]]
* [[Insider dealing]]
* [[Market abuse]]
* [[Market Abuse Regulation]]


"There is [  ] no ‘reset risk’ in Risk Free Rates (RFRs) since the interest rate coupon will be reflective of market observations over the entire interest rate period, not just on the reset date."


''Pieter Bierkens, former chair of Australia's LIBOR reform working group - The Treasurer, December 2023 Issue 4, p30.''


===Other links===


[http://www.treasurers.org/node/3244 ACT briefing note: The New Market Abuse and Disclosure Regime in the UK - A Guide for Listed Companies; 2005]
== See also ==
* [[Assets]]
* [[Behavioural gap]]
* [[Contractual gap]]
* [[Coupon]]
* [[Exposure]]
* [[Floating rate]]
* [[Gap report]]
* [[Gap risk]]
* [[Interest]]
* [[Interest gap ]]
* [[Interest rate]]
* [[Interest rate risk]]
* [[Liabilities]]
* [[Liquidity gap]]
* [[Maturity ladder]]
* [[Rate reset]]
* [[Repricing ]]
* [[Repricing risk]]
* [[Risk-free rates]]  (RFRs)
* [[Risk management]]


[http://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX:32014R0596 MAR]
[[Category:Financial_products_and_markets]]
 
[[Category:Identify_and_assess_risks]]
[http://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX:32014L0057 CSMAD]
 
[[Category:Accounting,_tax_and_regulation]]

Latest revision as of 22:03, 4 December 2023

Floating interest rates - risk management - repricing risk.

Reset risk is a type of repricing risk.

Repricing risk is the risk of adverse effects resulting from changes in floating interest rates.

Reset risk is the additional risk resulting from a relevant reference rate being observed on a single day - and then incorporated into a longer contractual period.


"There is [ ] no ‘reset risk’ in Risk Free Rates (RFRs) since the interest rate coupon will be reflective of market observations over the entire interest rate period, not just on the reset date."

Pieter Bierkens, former chair of Australia's LIBOR reform working group - The Treasurer, December 2023 Issue 4, p30.


See also

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