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UK watchdog clarifies Libor stay-of-execution

Published 24/01/2020, 12:33
UK watchdog clarifies Libor stay-of-execution

By Huw Jones

LONDON (Reuters) - Publication of Libor interest rates that have become unreliable would be allowed for months but not years to ensure an orderly cessation, Britain's Financial Conduct Authority has said, ratcheting up pressure to ditch the tarnished benchmark.

Banks were fined about $9 billion (£6.8 billion) for trying to rig Libor and ending its use is one of the biggest challenges the market is facing in decades.

The London Interbank Offered Rate or Libor is used as a price reference across several currencies in financial contracts from mortgages to credit cards worth around $400 trillion globally.

The FCA has set an end-2021 timeframe for phasing out use of Libor in sterling-denominated contracts and use an alternative like the Bank of England's Sonia overnight rate.

The derivatives industry has failed to find consensus on what would happen to Libor-denominated swaps contracts if the FCA ruled at any time that Libor is no longer "representative" or reliable for use.

The market wanted guidance on how long Libor would still be published after such a determination.

Richard Fox, head of markets policy at the FCA, said in a letter to global derivatives industry body ISDA and made public on Friday, that markets "should not assume that any period of non-representative Libor... would last for more than a short period, that is a period of months, not years.

ISDA Chief Executive Scott O'Malia said on Friday the FCA had provided useful details.

The guidance will help ISDA sound out members again to see if consensus can be reached on how outstanding Libor contracts could use an alternative interest rate after a "non-representiveness" determination.

Libor is compiled by a panel of banks submitting quotes and they have agreed with the FCA to continue submitting quotes until the end of 2021.

"Based on our conversation with a number of the panel banks, we anticipate limited willingness to contribute to a non-representative Libor for anything longer than the minimum period necessary to allow for an orderly cessation," Fox said.

The regulator has told firms they cannot avoid transferring existing contracts to an alternative interest rate by assuming that Libor will continue in some form after the end of 2021.

"The FCA would not seek to prolong a non-representative panel bank Libor simply to benefit firms which had failed, or continued to fail, to act on opportunities to transition," Fox said.

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