To rig something is a synonym of to fix something, in the sense "to influence the outcome of (something, especially a race, match, or election) by illegal or underhand means".

Rigging = illegally fixing/cheating something to an unnatural or unusual state This is an extension of the verb "rig." Allegation = accusation = a claim that someone did something, usually illegal or wrong These are nouns based off the verbs "allege" and "accuse." Put it all together, it's saying that there are accusations (allegations) of someone fixing (rigging) the bank bill swap rates.

Allegations > Something that is said to draw attention to the fact that something improper or illegal has happened without proof that it is so . Rigging allegations > Things have been said , and they are about the rate of exchange been tampered or manipulated by some people, even though no proof to support what they said