Thursday, April 29, 2021

IBOR transition and implications for balance sheet management

For my part of the FRTB, IBOR transition and ALM webinar, I delved into implications of IBOR transition for balance sheet management and funds transfer pricing (FTP) when forward looking term rates are absent or not credible. We also discussed examples of how LIBOR cessations are tackled in some ASEAN countries as well as the opportunity and challenges of the development for financial deepening especially in Indonesia. The slides are available upon request.