丁同学2022-02-20 23:48:49
Libor已经退出历史舞台了,CFA协会有将对应考点进行修改吗?课程内容是否会修改?
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Johnny2022-02-20 23:50:44
同学你好,我们看了一下2022年的原版书,以下是衍生品R33的原文内容:
The manipulation of Libor by some participants has resulted in the search for a new market reference rate (MRR), which would serve as a reliable reference for financial transactions. Candidates to replace Libor include SOFR, which would be determined by the Federal Reserve Bank of New York, and SONIA , administered by the Bank of England. Libor is expected to be published until the end of 2021. Which MRR will replace Libor has yet to be decided, so for the examples in this section, we will continue to use Libor.
Libor会被操纵,这导致人们寻找新的市场参照利率,目前可替代Libor的利率包括SOFR和SONIA,但哪个利率最终会替代Libor尚未确定,因此对于这里所提到的案例,我们依旧使用Libor。
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