:::

詳目顯示

回上一頁
題名:金融市場指標利率轉換對策的法律分析:以LIBOR退場為例
書刊名:月旦法學
作者:李其融
出版日期:2021
卷期:308
頁次:頁157-188
主題關鍵詞:金融市場指標利率無風險利率LIBOR退場指標利率轉換契約解釋及漏洞補充
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:68
  • 點閱點閱:1
期刊論文
1.吳從周(20180900)。法律行為解釋、契約解釋與法律解釋--以民法第98條之立法溯源與實務運用為中心。中研院法學期刊,23,81-169。new window  延伸查詢new window
2.許忠信(20070700)。國際金融上國際聯合貸款契約之觀察。月旦法學,146,26-46。new window  延伸查詢new window
3.游啟璋(20070700)。聯貸契約的法律分析。月旦法學,146,47-57。new window  延伸查詢new window
4.Schrimpf, Andreas、Suchko, Vladyslav(2019)。Beyond LIBOR: A Primer on the New Reference Rate。Bank for International Settlements Quarterly Review,2019(Mar.),29-52。  new window
5.Richards, Paul(20180110)。The Transition from LIBOR。International Capital Market Association Quarterly Report,48,8-12。  new window
6.Richards, Paul(2020)。The Transition from LIBOR to Risk-Free Rates: Legacy Bonds。ICMA, Quarterly Report,56,6-12。  new window
研究報告
1.Financial Stability Board(20140722)。Reforming Major Interest Rate Benchmarks。  new window
2.FSB(2014)。Market Participants Group on Reforming Interest Rate Benchmarks: Final Report。  new window
3.International Organization of Securities Commissions(2013)。Principles for Financial Benchmarks: Final Report。  new window
4.HM Treasury(2012)。The Wheatley Review of LIBOR: Final Report。  new window
圖書
1.Armour, John、Awrey, Dan、Davies, Paul、Enriques, Luca、Gordon, Jeffrey N.、Mayer, Colin、Payne, Jennifer(2016)。Principles of Financial Regulation。Oxford University Press。  new window
2.陳敏(2007)。行政法總論。  延伸查詢new window
3.陳自強(2016)。契約之內容與消滅。元照。new window  延伸查詢new window
4.王文宇(2019)。探索商業智慧:契約與組織。元照出版有限公司。  延伸查詢new window
5.姜世明(2019)。民事訴訟法。  延伸查詢new window
6.Klein, William A.、Coffee, John C.、Partnoy, Frank(2010)。Business Organization and Finance。Thomson Reuters/Foundation Press。  new window
7.Valdez, Stephan、Molyneux, Phillip(2016)。An Introduction to Global Financial Markets。Palgrave。  new window
8.Tennekoon, Ravi C.(2009)。The Law and Regulation of International Finance: Student Edition。Tottel Publishing。  new window
9.Vaughan, Liam、Finch, Gavin(2016)。The Fix: How Bankers Lied, Cheated and Colluded to Rig the World's Most Important Number。John Wiley & Sons。  new window
10.Mugasha, Agasha(2007)。The Law of Multi-Bank Financing: Syndicated Loans and the Secondary Loan Market。OUP。  new window
11.Wood, Philip(2008)。Law and Practice of International Finance: University Edition。Sweet & Maxwell。  new window
12.Schillig, Michael(2016)。Resolution and Insolvency of Banks and Financial Institutions。OUP。  new window
13.Firth, Simon(2017)。Derivatives: Law and Practice。Sweet and Maxwell。  new window
14.Cranston, Ross(2017)。Principles of Banking Law。OUP。  new window
15.Ellinger, E. P.、Lomnicka, E.、Hooley, R. J. A.(2006)。Ellinger's Modern Banking Law。OUP。  new window
16.McMeel, Gerard(2017)。McMeel on The Construction of Contracts: Interpretation, Implication, and Rectification。Oxford University Press。  new window
17.王澤鑑(2014)。民法總則。  延伸查詢new window
其他
1.Cruise, Sinead,White, Lawrence(20191008)。The End of Libor: The Biggest Banking Challenge You've Never Heard of,https://www.reuters.com/article/us-britain-libortransition-analysis/the-end-of-libor-the-biggest-banking-challenge-youve-never-heard-of-idUSKBN1WN0H4。  new window
2.FSB(20180712)。Interest Rate Benchmark Reform--Overnight Risk-Free Rates and Term Rates,https://www.fsb.org/wp-content/uploads/P120718.pdf。  new window
3.Alternative Reference Rate Committee(2019)。A User's Guide to SOFR,https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2019/Users_Guide_to_SOFR.pdf。  new window
4.FSB(20190604)。Overnight Risk-Free Rates: A User's Guide,https://www.fsb.org/wp-content/uploads/P040619-1.pdf。  new window
5.ICE Benchmark Administration(20160318)。Roadmap for ICE LIBOR,https://www.theice.com/publicdocs/ICE_LIBOR_Roadmap0316.pdf。  new window
6.IBA(20180425)。ICE LIBOR Evolution,https://www.theice.com/publicdocs/ICE_LIBOR_Evolution_Report_25_April_2018.pdf。  new window
7.ICE(20190401)。ICE Benchmark Administration Successfully Completes the Transition of LIBOR Panel Banks to the Waterfall Methodology,https://s2.q4cdn.com/154085107/files/doc_news/archive/29d14a13-6caf-465d-955b-56e8a6fff83d.pdf。  new window
8.(20191216)。Shelling For SOFR,www.lsta.org/news-resources/shelling-for-sofr/。  new window
9.ICMA(20200227)。A Quick Guide to the Transition to Risk-Free Rate in the International Bond Market,https://www.icmagroup.org/assets/documents/Regulatory/Benchmark-reform/A-quick-guide-to-the-transition-to-risk-free-rates-in-the-international-bond-market-February-2020-27022020.pdf。  new window
10.International Swaps and Derivatives Association(2020)。Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019,www.isda.org/a/W5LTE/Interest-RateBenchmarks-Review-Full-Year-2019-and-Q4-2019.pdf。  new window
11.LMA(20180930)。The Future of LIBOR: What You Need to Know,www.lma.eu.com/application/files/3815/3855/5150/ACT_and_LMA_LIBOR_Guide.pdf。  new window
12.John, Alun(20200416)。Asian Lenders Lag in Libor Transition, Virus Adds to Delays,https://www.reuters.com/article/us-asia-libor-loans-idUSKCN21Y1BR。  new window
13.ARRC(20190530)。ARRC Recommendations Regarding More Robust Fallback Language for New Originations of LIBOR Bilateral Business Loans,https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2019/Bilateral_Business_Loans_Fallback.pdf。  new window
14.ARRC(20190425)。ARRC Recommendations Regarding More Robust Fallback Language for New Originations of LIBOR Syndicated Loans,https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2019/Syndicated_Loan_Fallback_Language.pdf。  new window
15.ARRC(20190425)。ARRC Recommendations Regarding More Robust Fallback Language for New Issuances of LIBOR Floating Rate Notes,https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2019/FRN_Fallback_Language.pdf。  new window
16.ARRC(20190531)。ARRC Recommendations Regarding More Robust Fallback Language for New Issuances of LIBOR Securitizations,https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2019/Securitization_Fallback_Language.pdf。  new window
17.ARRC(20200121)。ARRC Consultation on Spread Adjustment Methodologies for Fallbacks in Cash Products Referencing USD LIBOR,www.newyorkfed.org/medialibrary/Microsites/arrc/files/2020/ARRC_Spread_Adjustment_Consultation.pdf。  new window
18.LMA(20181221)。The Recommended Revise Form of Replacement Screen Rate Clause and User's Guide,www.lma.eu.com/application/files/3815/4540/4296/LMA_Recommended_Revised_Form_of_Replacement_Screen_Rate_Clause_and_Users_Guide_-_MARKUP.pdf。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
無相關著作
 
QR Code
QRCODE