Regulatory Alerts2020-01-21 | 29632Added · Updated
Questionnaire – LIBOR Benchmark Transition
The document is a questionnaire requesting financial institutions to report on their LIBOR transition strategies and exposures as of December 2019. It requires respondents to provide data on gross notional exposure for derivatives, assets, and liabilities across USD, GBP, JPY, CHF, and EUR, distinguishing between contracts with and without fallback provisions. Institutions must also detail their governance frameworks, progress toward alternative reference rates, and assessment of client preparedness by end-2021.
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