Conversione del tasso di mercato SOFR a 90 giorni in tasso Libor 3M equivalente

What is an IBOR transition?

27/11/2020. This transition phase refers to the ongoing preparations by the financial sector for the upcoming replacement of the reference rates (or benchmarks) known as “IBOR” (InterBank Offered Rate) by alternative “risk-free rates”.

Is LIBOR and IBOR the same?

Interbank Offered Rates (IBORs), including the London Interbank Offered Rate (LIBOR), serve as widely accepted benchmark interest rates that represent the cost of short-​term, unsecured, wholesale borrowing by large globally active banks.

What does IBOR mean?

Financial benchmark rate reform impacts short-term interest rates commonly used across financial markets, also known as interbank offered rates (IBORs).

Is IBOR replacing LIBOR?

2021 will bring the end of LIBOR, EONIA and other reference rates. LBBW’s IBOR team manages the transition and steers the Bank and its customers through the reform.

Does EURIBOR still exist?

Euro LIBOR has ceased on . Swiss Average Rate Overnight (SARON). Transition to SARON, which is a pre-existing rate that was recommended as the alternative to CHF LIBOR in October 2017.