A change of TIIE: the knotty issue of Mexico's benchmark switch
Outlier fallback methods and narrow window to build F-TIIE derivatives liquidity make for ambitious transition plan
Source: risk.net
Page 2 - Fallbacks News Today : Breaking News, Live Updates & Top Stories | Vimarsana
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Top News In Fallbacks Today - Breaking & Trending Today
Why Canada may need to revisit term Corra methodology
Break from US guidance benefits dealers but some futures inputs underpinning term rate are in short supply
Source: risk.net
Polish benchmark transition hits new snag
Compounded index suspended over data errors as Wibor extension reopens successor debate
Source: risk.net
Banxico waiver prompts rethink on benchmark transition plans
Dealers weigh basis risk against longer-dated swap hedges as CME consults on new conversion plan
Source: risk.net
Euro RFR group shuts down amid ongoing benchmark uncertainty
Working group calls time on transition despite split opinion on Euribor’s long-term future
Source: risk.net