UK Parliament / Open data

Critical Benchmarks (References and Administrators’ Liability) Bill [Lords]

What we are saying is that the fall-back provisions, if they are without reference to LIBOR, would still apply. Where LIBOR is the reference, we are trying to ensure this synthetic methodology would not trigger that fall-back provision on the argument that it is distinct from the LIBOR provision in the contract. Essentially, we are trying to establish that the synthetic LIBOR methodology is synonymous with and continuous

from the previous LIBOR rate, as set by the panel, but it does not intrude on the contractual issues around the fall-back on another basis. That goes back to our provisions dealing with the continuity of LIBOR rate setting through this new methodology—anything else is not the Government’s intention.

The right hon. Member for Wolverhampton South East reasonably probes me about the future timetable, and whether the provision of “moral persuasion” from the Financial Conduct Authority and warnings would be sufficient. We will keep these matters under review. What we are anticipating, and what we have seen, is a rapid and increasing move away from reference to LIBOR, and we expect that that will continue right up to the end of the year. We will look at what is required on an ongoing basis, but we think that it is quite likely that there may not be need for further legislative intervention. However, we reserve the right at a future point to legislate as needed. What we would do, as the FCA is doing, is encourage people to transition away from LIBOR.

I was also asked about the rate difference. It is possible that when the methodology of LIBOR changes from relying on panel bank contributions to using this synthetic methodology, there could be a small change in the rate of interest that borrowers with contracts that reference LIBOR will pay. I mentioned on Second Reading that we expect the synthetic LIBOR to replicate the economic outcomes achieved under the panel bank rate. Obviously, that was the intention throughout. It is difficult to say exactly what the synthetic rate will be when it replaces LIBOR. In the medium term, we would expect it to be matched to the existing LIBOR rate, but smoothed to reduce day-to-day changes.

Today’s LIBOR rate is at historic lows, and it is worth noting that the rate can fluctuate significantly. For example, if we look at the three-month LIBOR on GBP, we see that it has varied from 0.28% in September 2017 to 0.92% at the end of December 2019, and it is now 0.11%. We have seen a lot of volatility in the past few weeks because of speculation about what is happening with interest rates. So there have been some days during the past months when the synthetic methodology would have produced a lower rate than panel bank LIBOR and others when it would have produced a slightly higher one. Therefore, it is not possible to fully account for what would actually happen. I hope that that addresses the points that have been raised in Committee.

Question put and agreed to.

Clause 1 accordingly ordered to stand part of the Bill.

Clauses 2 to 4 ordered to stand part of the Bill.

The Deputy Speaker resumed the Chair.

Bill reported, without amendment.

Third Reading

2.32 pm

About this proceeding contribution

Reference

703 cc793-4 

Session

2021-22

Chamber / Committee

House of Commons chamber
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