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
• September 25, 2023

  CARR Meeting (September 25, 2023)

  Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
• August 29, 2023

  CARR finalizes the allowed uses for Term CORRA

  Today, the Canadian Alternative Reference Rate working group (CARR) finalized its guidance on the allowable use cases for Term CORRA.

  Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
• August 28, 2023

  CARR Meeting (August 28, 2023)

  Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group