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For corporate treasurers, the rates markets’ transition away from Libor and other Ibor benchmarks has created a messy future for their derivatives portfolios that many would prefer not to think about. Uncertain liquidity in new products and having to understand volatility in the new benchmarks are complicating the migration but there are signs of progress amid the confusion, writes Ross Lancaster. -
A fuse has been lit on renewables hedging. In offshore wind alone, a wall of investment is set to hit the industry over the next two decades, one that will take many project sponsors into cross-border investments. Those prospects are already deepening hedging markets, writes Ross Lancaster
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The transition from one set of interest rate benchmarks to another is conceptually simple. But it is also unprecedented and has deeper consequences than many realised when Libor’s abolition was announced in 2017. With contracts worth hundreds of trillions of dollars referencing the disgraced benchmark, even small errors will have vast repercussions. PPI mis-selling? You ain’t seen nothing yet. Richard Kemmish reports
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As European Union regulators start to review the Markets in Financial Instruments Directive, some market participants are nervous that Germany will use the opportunity to stamp out their own ambitions for open access to clearing houses.
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Jefferies must pay almost $4m to settle charges relating to the improper handling of American Depositary Receipts (ADRs) and supervisory failure.
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The US Commodity Futures Trading Commission will issue Libor-transition relief this month as its chairman warned over the threat of a “zombie Libor apocalypse”.
