Questionnaire Regarding Use of ICE LIBOR

ICE Benchmark Administration (IBA) has been consulting on proposals for the evolution of the LIBOR benchmark. IBA’s Roadmap paper on the Evolution of LIBOR, published 18th March 2016, sets out a new standardised submissions methodology for contributor banks and also a feasibility study for IBA calculating LIBOR from banks supplying transactions only.

While there are no plans to discontinue any of the current 35 LIBOR rates, it may be that certain currency / tenor rates are harder to centrally calculate than others, hence it would be very useful to understand the usage and also the available alternatives and fall-backs for each of the LIBOR rates.

In October 2014 IBA issued its first questionnaire on the usage of LIBOR. IBA would like to repeat this process with an extended questionnaire to better understand how the benchmark is being used.

  • We would like to begin by understanding which LIBOR currencies and tenor rates you use
  • Then, for each currency and tenor, we would like to understand the nature of your usage, and
  • Finally, we would like to understand your alternatives if the currency/tenor were not available

 

If you have any questions regarding the questionnaire please direct to iba@theice.com

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