FTSE Russell moves towards Libor replacement

Royaume-Uni
On the 07.07.20 at 8:01AM

by

Tuba Raqshan

Global index, data and analytics provider FTSE Russell publishes daily indicative term SONIA reference rates based on overnight indexed swaps (OIS) to replace LIBOR by 2021.
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The daily indicative Term SONIA Reference Rates (TSRR), the sterling interest rate benchmark for swaps, loans and futures, has been developed by the FTSE Russell, to replace the London Interbank Offered Rate (LIBOR)

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