Contact details of the data protection officer Since the Data Controller is established in Italy, no representative has been appointed. The Data Controller is ICAP-SIRA Chemicals and Polymers SpA. Identity and contact details of the Data Controller The cookie is set by the GDPR Cookie Consent plugin and is used to store whether or not user has consented to the use of cookies. The cookie is used to store the user consent for the cookies in the category "Performance". This cookie is set by GDPR Cookie Consent plugin. The cookies is used to store the user consent for the cookies in the category "Necessary". The cookie is used to store the user consent for the cookies in the category "Other. The cookie is set by GDPR cookie consent to record the user consent for the cookies in the category "Functional".
The cookie is used to store the user consent for the cookies in the category "Analytics". These cookies ensure basic functionalities and security features of the website, anonymously. If you do require further information or clarification please contact us via: cookies are absolutely essential for the website to function properly. The descriptors and economic rational elements contained within the methodology documentation will be updated as soon as the LIBOR to SONIA transition is concluded. If after five working days liquidity is not consistently over 50% in favour of SONIA IRS, ICAP reserves the right to switch the primary pricing curve back to LIBOR IRS.Īs the broader market transitions from LIBOR to SONIA Moorgate Benchmarks will actively monitor and review the relevant benchmarks in this regard. The primary curve will be SONIA IRS with LIBOR IRS priced by reference to SONIA IRS, adjusted by the 6v3 and s/l basis. From 27th October 2020, if SONIA IRS and LIBOR IRS prices cannot be maintained because of prices on the basis curves, the SONIA IRS will take precedence. The principles and market sizes detailed within the TP ICAP benchmark methodologies apply to both SONIA and LIBOR interest rate swaps (IRS). Moorgate Benchmarks was selected as independent administrator because of our next-generation approach to benchmarking, and our deep expertise and track record in ensuring the highest levels of compliance and governance in benchmark administration.īenchmark statements for the TP ICAP benchmark families can be accessed below.
TP ICAP prides itself on its pivotal role in the world’s financial markets, empowering its customers to make the best possible investment decisions and transact with confidence. TP ICAP is one of the most entrepreneurial firms in financial services and is highly regarded for its data and benchmark offerings.
ICAP BROWSER FULL
TP ICAP Group, the world’s largest inter-dealer broker, selected Moorgate Benchmarks as independent administrator of its TP ICAP interest rate swap (IRS) benchmarks.Ī first of its kind, this partnership enables TP ICAP to continue offering its innovative benchmarks to customers, secure in the knowledge they meet the highest standards of governance and are independently administered in full compliance with EU and UK benchmarks regulation.
0 kommentar(er)
