The smoothest transition
to Risk Free Rates
The end date for IBOR is just months away. For those treasurers who haven’t acted already, now is the time to identify IBOR exposures, have a contingency plan for accidental oversights, and understand the different challenges presented by the new market risk-free rates.
IBOR Transition
Portfolio Management
Including counterparties
Dynamic Dashboards & Monthly Status Reports
Interest Rate Settings
Capability to record all rates
Accruals Calculations
Including accrual values output to EXCEL format for your own in-house use
Tackling the Complexities
of IBOR Transition
TMI’s Ben Poole speaks to Shaun Kennedy (Associated British Ports), Tassos Dimopoulos (Salmon Software Limited), and Svenja Schumacher (Deloitte) to provide listeners with everything they need to know about the upcoming transition from IBOR to risk-free rates (RFRs). Our guests provide advice on how companies can reduce reliance on IBOR and consider how the transition will affect the global financial marketplace.
Learn more
About SONIA risk free rate
The administrator of SONIA (Sterling Overnight Index Average) is the Bank of England and was first introduced in March 1997. It reflects the average of the interest rates that banks pay to borrow sterling overnight from other financial organisations. SONIA interest rate is used to calculate the interest paid on swap, transactions and sterling floating-rate notes.
SONIA is freely available on BoE’s Interactive Statistical Database by 10 am on the business day after it is first published. The database also includes historic data.
