ISDA Letter to the FSB OSSG – Update on Fallbacks for Derivatives

This week ISDA wrote a letter to the co-chairs of the FSB Official Sector Steering Group (OSSG) to update them on ISDA’s work to implement fallbacks for derivative contracts referencing key interest rate benchmarks.  ISDA undertook this work in 2016 at the request of the FSB OSSG and expects the fallbacks to take effect in early 2020. 

 

Documents (1) for ISDA Letter to the FSB OSSG – Update on Fallbacks for Derivatives

ISDA Expands SwapsInfo with US FX Derivatives Data

ISDA has expanded its SwapsInfo website to include data on US-reported foreign exchange (FX) derivatives, further increasing transparency in the over-the-counter (OTC) derivatives market. The new FX section provides insights into trading activity in FX forwards, swaps and options. Users...

ISDA Feedback on Identifying Reference Data

On July 20, ISDA submitted feedback to the European Securities and Markets Authority (ESMA) on draft Level 3 guidance on several technical issues caused by the interaction of the recently adopted regulatory technical standard on derivatives transparency (RTS 2) and...