FAQs

What is JIBAR?

How did JIBAR come about?

Why discontinue JIBAR?

What were the biggest lessons learnt from the LIBOR scandal?

When will JIBAR discontinue?

What role do regulators play regarding the JIBAR transition?

What alternative market rates are in the pipeline?

What impact will the transition have on JIBAR-based products?

What is RMB's position on the JIBAR transition and how are we involved?

What are the key timelines regarding the implementation of alternative rates?

How will the transition affect your portfolio?

How do I change my JIBAR-impacted contract to one that incorporates the new ARRs ?

What can RMB clients do to prepare for the transition away from JIBAR?

What is meant by ‘fallback language’ and ‘trigger events’?

Is there standardised fallback language?

What is ISDA's work on the JIBAR fallback language and why is this relevant?

What is RMB doing in respect of ISDA’s work on the IBOR fallback language and what should you do in relation to this?

How is RMB positioning itself in respect of derivatives which reference RFRs?

What will happen in the event of a mismatch of fallback rates (e.g., between cash and derivative products)?

Will RMB be amending the reference rates and/or fallback language in legacy business? If so, to what extent and when?

What is the Benchmarks Supplement?

Why should one consider incorporating the Benchmarks Supplement?

What is the EU BMR and what are the benchmark user requirements?

When is fallback language applied in the Benchmarks Supplement?

How can the Benchmarks Supplement be incorporated?

What is the BMS Protocol?

What is RMB doing in respect of the Benchmarks Supplement?

How does ISDAs work on the Benchmarks Supplement interact with the IBOR fallback language (as an example)?

More about JIBAR

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FAQs

What is JIBAR?

How did JIBAR come about?

Why discontinue JIBAR?

What were the biggest lessons learnt from the LIBOR scandal?

When will JIBAR discontinue?

What role do regulators play regarding the JIBAR transition?

What alternative market rates are in the pipeline?

What impact will the transition have on JIBAR-based products?

What is RMB's position on the JIBAR transition and how are we involved?

What are the key timelines regarding the implementation of alternative rates?

How will the transition affect your portfolio?

How do I change my JIBAR-impacted contract to one that incorporates the new ARRs ?

What can RMB clients do to prepare for the transition away from JIBAR?

What is meant by ‘fallback language’ and ‘trigger events’?

Is there standardised fallback language?

What is ISDA's work on the JIBAR fallback language and why is this relevant?

What is RMB doing in respect of ISDA’s work on the IBOR fallback language and what should you do in relation to this?

How is RMB positioning itself in respect of derivatives which reference RFRs?

What will happen in the event of a mismatch of fallback rates (e.g., between cash and derivative products)?

Will RMB be amending the reference rates and/or fallback language in legacy business? If so, to what extent and when?

What is the Benchmarks Supplement?

Why should one consider incorporating the Benchmarks Supplement?

What is the EU BMR and what are the benchmark user requirements?

When is fallback language applied in the Benchmarks Supplement?

How can the Benchmarks Supplement be incorporated?

What is the BMS Protocol?

What is RMB doing in respect of the Benchmarks Supplement?

How does ISDAs work on the Benchmarks Supplement interact with the IBOR fallback language (as an example)?

More about JIBAR

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