Kyriba LIBOR Fallback Rate Calculation

On January 1, 2022, many LIBOR tenors will end. Any outstanding bonds, loans and derivatives still linked to the disappearing LIBORs will automatically reference fallback rates and counterparty banks will start producing updated payment notices based on the new rates. Kyriba has begun providing the facility to calculate compounded rates from RFRs following ISDA’s fallback methodology. It is included at no additional cost within Kyriba’s risk module.

Read more
Activate Liquidity.

Transform how you use liquidity as a dynamic vehicle for growth and value creation

Find out how