Replacement and Exemption of Financial Benchmarks

Summary

This regulation manages the transition away from disappearing financial benchmarks by allowing specific currency exemptions and empowering the Commission to designate replacement rates to ensure market stability.
9 12.02.2021
Other
finance
economy
monetary economics
business and competition
financial institutions and credit

Key points

  • The regulation addresses the risk of financial market instability caused by the phase-out of critical interest rate benchmarks like LIBOR.
  • Certain foreign exchange benchmarks from third countries can be exempted if they are used for hedging against the volatility of non-convertible currencies.
  • The European Commission is granted the authority to designate mandatory replacement benchmarks if a benchmark's cessation threatens market integrity or financial stability.
  • Existing financial transactions being updated for benchmark reform will not be subject to new clearing or margin requirements.
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