April 6, 2021 Bank of Canada to begin publishing CORRA Compounded Index As administrator of the Canadian Overnight Repo Rate Average (CORRA), the Bank of Canada (Bank) will begin publishing the CORRA Compounded Index effective April 6, 2021. Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
March 29, 2021 CARR Meeting (March 29, 2021) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
February 22, 2021 CARR Meeting (February 22, 2021) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
February 9, 2021 CARR welcomes issuance of first compounded in arrears CORRA floating rate note The Canadian Alternative Reference Rate working group (CARR) welcomes the Royal Bank of Canada’s issuance of the first floating rate note referencing CORRA compounded-in-arrears. Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
January 25, 2021 CARR Meeting (January 25, 2021) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
December 14, 2020 CARR Meeting (December 14, 2020) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
November 24, 2020 Canadian Alternative Reference Rate Working Group Launches Consultation The Canadian Alternative Reference Rate working group (CARR) published a consultation paper today on a proposed methodology for calculating CORRA-in-arrears as well as draft fallback language for floating rate notes (FRNs) that reference CDOR. Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
November 16, 2020 CARR Meeting (November 16, 2020) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
October 19, 2020 CARR’s mandate expanded to include analysis of CDOR The Canadian Fixed Income Forum (CFIF) has expanded the mandate of the Canadian Alternative Reference Rate working group (CARR) to include an analysis of the Canadian Dollar Offered Rate (CDOR). Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
September 10, 2020 CARR Meeting (September 10, 2020) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group