Exim Bank says ready to conduct daily operations in Alternate Reference Rates following LIBOR discontinuation
Following the discontinuation of the London Interbank Offered Rate (LIBOR), the Export-Import Bank of India on Tuesday said that it is prepared to continue daily operations in Alternate Reference Rates (ARR).
Following the discontinuation of the London Interbank Offered Rate (LIBOR), the Export-Import Bank of India on Tuesday said that it is prepared to continue daily operations in Alternate Reference Rates (ARR).
The UK Financial Conduct Authority declared in 2017 that the underlying markets used to calculate LIBOR were insufficiently active to provide a long-term interest rate benchmark. From December 31, 2021, all LIBOR settings will either cease to be available by any administrator or will no longer be representative.
"Given the bank's external orientation, it has substantial exposure in foreign currency, including USD. Accordingly, the bank has been proactive in identifying its exposure on account of LIBOR transition and taking steps to ensure readiness in line with global best practices," Exim Bank's Managing Director Harsha Bangari said in a release.
The bank has successfully transitioned its non-USD LIBOR-linked assets as well as liabilities well before the regulatory deadline of December 31, 2021 and has been proactive in reaching out to customers in offering ARR-based as well as fixed rate products in multiple currencies, she said.
To guarantee a seamless transition and methodical application of ARRs into the bank's operations, the development financing bank established an internal multi-disciplinary steering group for LIBOR transition.
Its board has also approved a policy framework to address the risks arising from LIBOR transition, the release said.
The bank is in advanced stages of renegotiating and updating its underlying financial contracts and arriving at an ARR for continuation of the existing contracts and transactions.
Exim Bank has enhanced its IT systems to handle any challenges that may arise as a result of the shift, notably in derivative, borrowing, and lending operations, allowing the bank to conduct new ARR-related activities.
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