© 2016 | Associates in Capital Markets (ACAPM)

LIBOR Analytics

Managing Financial Benchmarks.

The Right Way.

“Which banks consistently influenced the LIBOR rate for the given quarter?” “What is the level of variance between submitted rate of the bank vs. the final LIBOR rate?” “How far are the rates submitted by the outlier banks placed from the final LIBOR rate?" "How many times has the panel bank submission been considered for final rate determination?"

Find answers to many such questions and gain insights into LIBOR submissions through LIBOR analytics from Associates in Capital Markets (ACAPM). ACAPM offers wide range of capabilities from strategy to implementation in the area of benchmark management. We enable panel banks to understand and implement the the key requirements for submission methodology to achieve the twin objectives of strategic and regulatory compliance through our product solutions and consulting/advisory services. 

For detailed insights on individual panel banks

Featured LIBOR Analytics

LIBOR Determination Insights | Q1 - 2016

Regulators across the world looking for new strategies to strengthen the Financial Benchmark regime is evidently clear by now. The Financial Stability Board (FSB) driven multi-rate approach, which relies on (i) Strengthening the existing benchmarks by underpinning them on transaction data and (ii) Developing alternative, nearly risk-free reference rates, seems to be the direction where the reforms are headed. 

LIBOR Determination Insights | Q4 - 2015

Funding Transactions based computation methodology and centralised determination of rates seem to be the two main themes running in the LIBOR Roadmap released recently by the ICE Benchmark Administration (IBA). While the former is derived on the need for benchmarks to be based on actual transaction data to the maximum extent possible, the latter is viewed as a key progression from the current set up of relying on panel banks to do the big lifting.

LIBOR Determination Insights | Q3 - 2015

The ICE Benchmark Administration in the Feedback Statement on the Evolution of ICE LIBOR (published in Dec 2015) provided insights into the proposed changes and industry responses on the subject of LIBOR submission and determination methodology.  The crux being, shift in focus towards transaction based rate determination methodology, which is widely considered as a crucial step in right direction for the benchmark credibility. 

LIBOR Determination Insights | Q2 - 2015

Amongst all the benchmark rates operating in the financial system, LIBOR could arguably be the most important and widely used benchmark referenced by transactions totalling $350 trillion. Administered by IBA (ICE Benchmark Administration) for seven tenors across five currencies, LIBOR is determined based on the submissions made by the panel banks.

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