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JPY LIBOR GBP LIBOR USD LIBOR Overnight and 12 Months ‘Synthetic’ LIBOR Under proposed amendments to the UK Benchmarks Regulation, the FCA would have the power to require the IBA to continue publishing LIBOR settings on a “synthetic” basis using a changed methodology. The FCA has indicated that synthetic LIBOR would be based on a forward-looking term rate version of the relevant risk-free rate plus a fixed spread adjustment calculated over the same period and in the same way as the spread adjustment implemented in the IBOR Fallbacks Supplement (Fallbacks Supplement) and the 2020 IBOR Fallbacks Protocol (Fallbacks Protocol). The FCA has advised the IBA that it has no intention of using its proposed new powers to require the IBA to continue publication of any LIBOR setting beyond the intended cessation dates. However, for the LIBOR settings included in the table below, the FCA has advised the IBA that it will consult on using its proposed new powers to require the IBA to c

United kingdomInternational swapsUnited kingdom financial conduct authorityKramer levin naftalis frankelDerivatives associationFinancial servicesReference rates committeeKramer levin naftalisLondon interbank offered rateSpot nextUnited kingdom benchmarks regulationFallbacks supplementFallbacks protocolUnited kingdom regulatedBenchmarks regulationCessation event