IBOR transition: Glossary
Acronyms and terms used about IBOR transiton within these pages can be found below.
| ACT: Association of Corporate Treasurers | FSB: Financial Stability Board | NWG: National Working Group |
|
BCBS: Basel Committee on Banking Supervision |
FSMA: Financial Services and Markets Authority | OSSG: Official Sector Steering Group |
| BOE: Bank of England |
G20: Group of 19 individual countries plus the European Union |
OIS: Overnight Indexed Swap |
| BMR: EU Benchmark Regulation | IBORs: Interbank Offered Rates | P&L: Profit and Loss |
| ECB: European Central Bank | ICE: Intercontinental Exchange | PRA: Prudential Regulation Authority |
| EONIA: Euro Overnight Index Average | ICE BA: ICE Benchmark Administration Ltd | RFR: Risk Free Reference Rate |
|
ESMA: European Securities and Markets Authority |
IOSCO: International Organization of Securities Commissions | SARON: Swiss Average Rate Overnight |
| €STR: Euro Short-term Rate | ISDA: International Swaps and Derivatives Association | SOFR: Secured Overnight Financing Rate |
| EURIBOR: Euro Interbank Offered Rate | LDI: Liability Driven Investment | SONIA: Sterling Overnight Index Average |
| FCA: Financial Conduct Authority | LIBOR: London Interbank Offered Rate | TSRR: Term SONIA Reference Rate |
| FRNs: Floating Rate Notes | LMA: Loan Market Association | TONAR: Tokyo Overnight Average Rate |