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Bank Of England: Summary Minutes Of Sub-Group And Task Force Meetings

Bank Of England: Summary Minutes Of Sub-Group And Task Force Meetings
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Bank Of England: Summary Minutes Of Sub-Group And Task Force Meetings Q1

Bank Of England: Summary Minutes Of Sub-Group And Task Force Meetings – December 2022

<p><span>The Working Group on Sterling Risk-Free Reference Rates, which is comprised of a diverse set of market participants, is working to assist in finalising the transition away from LIBOR.</span></p>

The FCA And The Bank Of England Encourage Market Participants In A Switch To SONIA In The Sterling Exchange Traded Derivatives Market From 17 June

The FCA And The Bank Of England Encourage Market Participants In A Switch To SONIA In The Sterling Exchange Traded Derivatives Market From 17 June Date 13/05/2021 Following close engagement with market participants, the FCA and Bank of England support and encourage market users and liquidity providers in the sterling exchange traded derivatives market to switch the default traded instrument to SONIA instead of LIBOR from 17 June this year. This is to facilitate a further shift in market liquidity toward SONIA, bringing benefits for a wide range of users as they move away from LIBOR.   Statement A key milestone recommended by the Working Group on Sterling Risk-Free Reference Rates (‘the Working Group’) is to cease initiation of new GBP LIBOR exchange traded derivatives expiring after 2021 by end-Q2 2021, other than for risk management of existing positions. The Working Group milestones have supervisory backing from the PRA and FCA as set out in the recent ‘Dear CEO

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