FSB

Progress report to the G20 on LIBOR transition issues: Recent developments, supervisory issues and next steps

This report looks at recent progress made on LIBOR transition and stresses the need for urgent action by the end of 2021

FSB urges action to complete the transition away from LIBOR by end-2021

With limited time left until end-2021, all firms across the globe must act urgently to complete the steps set out in the Global Transition Roadmap.

Policy proposals to enhance money market fund resilience: Consultation Report

Public consultation on the FSB’s policy proposals to enhance money market fund resilience.

FSB seeks feedback on its policy proposals to enhance money market fund resilience

Public consultation sets out policy proposals to enhance MMF resilience, including with respect to the appropriate structure of the sector and of underlying short-term funding markets.

Thematic Peer Review on Corporate Debt Workouts: Summary Terms of Reference

Objectives, scope and process for the thematic peer review on corporate debt workouts.

FSB launches thematic peer review on corporate debt workouts and invites feedback from stakeholders

The review seeks to support COVID-19 response efforts by examining FSB member jurisdictions’ practices, experiences and lessons from out of court debt workouts, and the implications for financial stability.

Outsourcing and third-party risk – Overview of responses to the public consultation

An overview of responses to the November 2020 consultation.

FSB Sub-Saharan Africa group discusses financial stability and regulatory and supervisory challenges arising from COVID-19

FSB holds virtual meeting of the Regional Consultative Group for Sub-Saharan Africa.

Global Transition Roadmap for LIBOR

Update to the Global Transition Roadmap in light of announcements made confirming LIBOR cessation dates and associated proposals by authorities and national working groups.

Interest rate benchmark reform: Overnight risk-free rates and term rates

Report considers the use of forward-looking risk-free rate term rates as alternatives to overnight risk-free rates.

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