Circulars

Published Date: 14 July 2021

ID 12/21 Updates and FAQs on Supervisory Expectations for Benchmarks Transition

To provide insurers with updates and FAQs on supervisory expectations for benchmark transition.

Market Risk

Applies to: Direct Insurer (Life) , Direct Insurer (General) , Direct Insurer (Composite) , Reinsurer (Life) , Reinsurer (General) , Reinsurer (Composite) , Captive Insurer , Lloyd's Asia Scheme

View Document ID 12/21 Updates and FAQs on Supervisory Expectations for Benchmarks Transition (202.5 KB)

Circulars

Published Date: 25 May 2023

ID 07/23 - Supervisory Expectations for USD LIBOR and SOR Transition

To provide insurers with updates and FAQs on supervisory expectations for benchmark transition.

Market Risk
Circulars

Published Date: 01 September 2020

ID 32/20 Preparation For Libor Discontinuation: Enhancing Contractual Robustness

To encourage insurers with exposures to LIBOR or SOR derivatives transactions to adhere to the International Swaps and Derivatives Association’s (“ISDA”) inter-bank offered rates (“IBOR”) Fallback Protocol.

Market Risk