"Reforming Major Interest Rate Benchmarks" from the FSB looks at using GCF repo as derivatives benchmark

"Reforming Major Interest Rate Benchmarks" from the FSB looks at using GCF repo as derivatives benchmark

The Financial Stability Board published on July 22nd a major report “Reforming Major Interest Rate Benchmarks”. They look at how the ‘IBORs could be reformed. The LIBOR scandal may have prompted the work, but it goes beyond that to include “risk-free rate” options available. Repo is part of the mix and we take a look.

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