April 29, 2024 CARR Meeting (April 29, 2024) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
April 15, 2024 CARR to begin publishing data on the transition of CDOR based loans to CORRA To facilitate the monitoring of the transition away from CDOR based loans to CORRA and Term CORRA, CARR will publish a monthly report on the aggregated outstanding amount of CDOR loans that have not transitioned to other benchmarks, as well as the volume of new loans, including any transitioned loans, referencing CORRA and/or Term CORRA. Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
March 25, 2024 CARR Meeting (March 25, 2024) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
February 26, 2024 CARR Meeting (February 26, 2024) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
January 29, 2024 CARR Meeting (January 29, 2024) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
December 11, 2023 CARR Meeting (December 11, 2023) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
November 30, 2023 CARR amends recommended fallback for CDOR NHA MBS, and publishes a guide for Canadian companies transitioning from CDOR In 2021, CARR published “Recommended fallback language for FRNs referencing CDOR” which recommended that CDOR-linked floating rate notes (FRNs), including floating rate NHA MBS, fall back from CDOR to a CORRA fallback rate (“Fallback Rate (CORRA)” as defined in the document). Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
November 20, 2023 CARR Meeting (November 20, 2023) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
November 16, 2023 CARR publishes recommended conventions for Term CORRA swaps Today, the Canadian Alternative Reference Rate working group (CARR) published two recommended conventions for interest rate swaps referencing Term CORRA. Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
October 23, 2023 CARR Meeting (October 23, 2023) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group