IBOR transition: Glossary
Below are acronyms and terms that are used in connection with IBOR transition:
- €STR: Euro Short-term Rate
- ACT: Association of Corporate Treasurers
- BCBS: Basel Committee on Banking Supervision
- BMR: EU Benchmark Regulation
- BOE: Bank of England
- ECB: European Central Bank
- EONIA: Euro Overnight Index Average
- ESMA: European Securities and Markets Authority
- EURIBOR: Euro Interbank Offered Rate
- FCA: Financial Conduct Authority
- FRNs: Floating Rate Notes
- FSB: Financial Stability Board
- FSMA: Financial Services and Markets Authority
- G20: Group of 19 individual countries plus the European Union
- IBORs: Interbank Offered Rates
- ICE BA: ICE Benchmark Administration Ltd
- ICE: Intercontinental Exchange
- IOSCO: International Organization of Securities Commissions
- ISDA: International Swaps and Derivatives Association
- LDI: Liability Driven Investment
- LIBOR: London Interbank Offered Rate
- LMA: Loan Market Association
- NWG: National Working Group
- OIS: Overnight Indexed Swap
- OSSG: Official Sector Steering Group
- P&L: Profit and Loss
- PRA: Prudential Regulation Authority
- RFR: Risk Free Reference Rate
- SARON: Swiss Average Rate Overnight
- SOFR: Secured Overnight Financing Rate
- SONIA: Sterling Overnight Index Average
- TONAR: Tokyo Overnight Average Rate
- TSRR: Term SONIA Reference Rate
IBOR Resources
Timelines, industry and regulatory news and glossary on the IBOR transition.
Social Media
We keep you in the loop with Twitter, LinkedIn, Instagram, YouTube or Facebook. Read our tweets and posts or watch the latest videos through your personally preferred channel.
Awards
Deutsche Bank has been rewarded internationally with numerous outstanding awards.