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IBOR reform: Enhancement of SAP Treasury

One of the key finance related challenges that most corporates currently face is the IBOR reform. How can SAP technology support organizations with the consequences of IBOR reform? In this article we outline the SAP enhancements relating to the IBOR reform, discuss how to implement these enhancements, and pinpoint specific areas of attention based on our most recent SAP projects on IBOR reform implementation.

Fallback provisions as safety net

IBOR Reform in Switzerland, Part IV

The Swiss Average Rate Overnight (SARON) is expected to replace CHF LIBOR by the end of 2021. The transition to this new reference rate includes debates concerning the alternative methodologies for compounding SARON. This article addresses the challenges associated with the fallback provisions.

Compounded SARON and Swiss Market Development

IBOR Reform in Switzerland, Part III

The Swiss Average Rate Overnight (SARON) is expected to replace CHF LIBOR by the end of 2021. The transition to this new reference rate includes debates concerning the alternative methodologies for compounding SARON. This article aims to provide the latest updates on the Swiss National Working Group’s (NWG) view and latest market development on compounded SARON.

Calculation of compounded SARON

IBOR Reform in Switzerland, Part II

The Swiss Average Rate Overnight (SARON) is expected to replace CHF LIBOR by the end of 2021. The transition to this new reference rate includes debates concerning the alternative methodologies for compounding SARON. This article addresses the challenges associated with the compounding alternatives.

SAP responds to IBOR reform

Roadmap of alternative risk-free rates

While the COVID-19 pandemic has placed pressure on the global IBOR Reform timelines, corporates should remain on course with their IBOR transition plans with regards to their treasury technology providers.