Migration vers les nouveaux taux RFR encouragée dès septembre 2021

juillet 2021 | Banque d'Angleterre

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La FCA et la Banque d’Angleterre encouragent les acteurs du marché à passer aux RFR sur le marché des swaps de devises LIBOR à partir du 21 septembre 2021.

Following close engagement with authorities across LIBOR jurisdictions and with market participants, the FCA and Bank of England support and encourage liquidity providers in the LIBOR cross-currency swaps market to adopt new quoting conventions for interdealer trading based on risk-free rates (RFRs) instead of LIBOR from 21 September this year. This is to facilitate a further shift in market liquidity toward RFRs, bringing benefits for a wide range of users as they move away from LIBOR.