A-Team Insight Briefs

IBA Releases US Dollar SOFR ICE Swap Rate for Use as a Benchmark

Intercontinental Exchange’s (ICE) ICE Benchmark Administration (IBA) business has released its US dollar SOFR ICE Swap Rate for use as a benchmark in financial contracts and financial instruments by licensees. The release follows the successful publication of US dollar SOFR ICE Swap Rate settings on an indicative, ‘Beta’ basis since October 1, 2021, and is expected to support the US dollar non-linear derivatives market in its ongoing transition to SOFR. The US dollar SOFR ICE Swap Rate settings are available for the same tenors and published at the same  time as the current US dollar LIBOR ‘1100’ ICE Swap Rate benchmark.

Related content

WEBINAR

Recorded Webinar: Sanctions – The new pre-trade challenge for the buy-side

Sanctions screening at the security level is a relatively recent requirement for the buy-side. It dives deeper than traditional KYC and AML screening and is immensely challenging as firms must monitor frequently changing sanctions lists, source up-to-date sanctions data and beneficial ownership data, and integrate these to screen growing lists of potentially sanctioned securities. As...

BLOG

EDM Council Publishes Cloud Data Management Capabilities Framework

The EDM Council has published a Cloud Data Management Capabilities (CDMC) framework that includes a comprehensive set of data management capabilities, standards and best practices for cloud, multi-cloud and hybrid-cloud implementations. It also incorporates automated key controls to protect sensitive data. The framework is available as a free license to EDM Council members and non-members,...

EVENT

Data Management Summit Europe Virtual (Redirected)

The Data Management Summit Europe Virtual brings together the European data management community to explore the latest challenges, opportunities and data innovations facing sell side and buy side financial institutions.

GUIDE

Regulatory Data Handbook 2021/2022 – Ninth Edition

Welcome to the ninth edition of A-Team Group’s Regulatory Data Handbook, a publication dedicated to helping you gain a full understanding of regulations related to your organisation from the details of requirements to best practice implementation. This edition of the handbook includes a focus on regulations being rolled out to bring order and standardisation to...