ISDA - Transition To RFRs Review: First Quarter Of 2021 Date
27/04/2021
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and exchange-traded interest rate derivatives (IRD) that reference selected alternative RFRs, including the Secured Overnight Financing Rate (SOFR), the Sterling Overnight Index Average (SONIA), the Swiss Average Rate Overnight, the Tokyo Overnight Average Rate, the Euro Short-Term Rate and the Australian Overnight Index Average.
Key highlights for the first quarter of 2021 include:
The ISDA-Clarus RFR Adoption Indicator, which tracks how much global trading activity (as measured by DV01) is conducted in cleared OTC and exchange-traded IRD that reference the identified RFRs in six major currencies, decreased to 9.8% compared to 9.9% in the fourth quarter of 2020.
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(Reuters) - New U.S. bank credit benchmarks are expected to gain traction in the coming months as the deadline to phase out exposure to the discredited Libor approaches, even as regulators continue to push an alternative called the Secured Overnight Financing Rate (SOFR).
FILE PHOTO: A U.S. dollar note is seen in front of a stock graph in this November 7, 2016 picture illustration. REUTERS/Dado Ruvic/Illustration/File Photo
Investors are facing a year-end deadline to stop basing new loans and trades on Libor, an acronym for the London Interbank Offered Rate. Some Libor rates will stop being published at the after Dec. 31, while others are scheduled to end in mid-2023.
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BETHESDA, Md., April 26, 2021 /PRNewswire/ AGNC Investment Corp. ( AGNC or the Company ) (Nasdaq: AGNC) today announced financial results for the quarter ended March 31, 2021.
FIRST QUARTER 2021 FINANCIAL HIGHLIGHTS
$1.33 comprehensive income per common share, comprised of:
$1.77 net income per common share
$(0.44) other comprehensive loss ( OCI ) per common share on investments marked-to-market through OCI
$0.76 net spread and dollar roll income per common share, excluding estimated catch-up premium amortization benefit
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Includes $0.29 per common share of dollar roll income associated with the Company s $32.0 billion average net long position in forward purchases and sales of Agency mortgage-backed securities ( MBS ) in the to-be-announced ( TBA ) market
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Home / Top News / WSFS Reports 1Q 2021 EPS of $1.36 and ROA of 1.85%; Results Reflect Diversified Revenue and Improving Credit Trends; Board Approves an 8% Increase in Cash Dividend
WSFS Reports 1Q 2021 EPS of $1.36 and ROA of 1.85%; Results Reflect Diversified Revenue and Improving Credit Trends; Board Approves an 8% Increase in Cash Dividend
WILMINGTON, Del., April 22, 2021 (GLOBE NEWSWIRE) WSFS Financial Corporation (Nasdaq: WSFS), the parent company of WSFS Bank, today announced its financial results for the first quarter of 2021.
Selected quarterly financial results and metrics are as follows:
GAAP results for the quarterly periods shown below included the following items that are excluded from core results. For 1Q 2021, the $1.8 million of corporate development and restructuring expense primarily relates to our pending combination with Bryn Mawr Bank Corporation (“Bryn Mawr”) anticipated to close in early 4Q 2021.