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Mensuel de septembre 2021 - Informatique financière

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In January 2022, Libor or not Libor?
Following several manipulation cases in 2012, central banks and regulators decided to discontinue Libors/Eonia as reliable benchmark interest rates as from January 3rd 2022 including some transitory regimes up to June 2023. They provided guidance on related transitions (alternative rates, Conduct Risk practices expected, benchmarks regulation, and for buy side, performance fees management…) and advised that risk-free rates (RFRs) to be based on transaction public data rather than solely on banks submissions, diminishing concerns raised over Libor rates’ representativeness, transparency, and questions regarding fair treatment of end investors.   This transition brought some degrees of complexity with broad impacts levels, given respective market references, locations,...
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