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469. Krediet-gerelateerde renteswaps en de transitie van IBORs naar RFRs

469. Krediet-gerelateerde renteswaps en de transitie van IBORs naar R

469. Krediet-gerelateerde renteswaps en de transitie van IBORs naar RFRs

12.10.2018 NL law

Deze bijdrage gaat over de transitie van Interbank Offered Rates (IBORs) naar zogenaamde Risk Free Rates (RFRs) in het kader van geldleningen met een variabele rente waarvan het renterisico geheel of gedeeltelijk is afgedekt door middel van één of meer interest rate swaps. 

De auteur bespreekt waarom voorstellen voor terugvalbepalingen in de modelovereenkomsten van de Loan Market Association (LMA) en de standaarddocumentatie van de International Swaps and Derivatives Association (ISDA) mogelijk niet naadloos op elkaar zullen aansluiten en hoe dat kan leiden tot mismatches tussen de toepasselijke rentetarieven. De auteur doet een aantal suggesties voor mogelijke oplossingen.

Dit artikel is gepubliceerd in het Tijdschrift Financieel Recht in de Praktijk, nr. 4, september 2018 / SDU, p. 48 - 60 

Lees het volledige artikel.

 

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