IBOR transition: Glossary

Acronyms and terms used about IBOR transition 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
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