Transitioning from LIBORs and IBORs - An international overview (October 2018)

Thought Leadership Pieces

This publication provides a snapshot of “risk-free reference rates” (RFRs) selected by different markets to replace LIBORs and IBORs for different currencies. It also highlights those RFRs for which “term” rates are being pursued and those for which Overnight Indexed Swaps (OIS) and futures have been developed.


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