Interbank Offered Rate (IBOR) Fallbacks for 2006 ISDA Definitions

Consultation on Certain Aspects of Fallbacks for Derivatives Referencing GBP LIBOR, CHF LIBOR, JPY LIBOR, TIBOR, Euroyen TIBOR and BBSW

ISDA is amending its standard documentation to implement fallbacks for certain key interbank offered rates (IBORs). The fallbacks will apply if the relevant IBOR is permanently discontinued, based on defined triggers. The fallbacks will be to alternative risk-free rates (RFRs) that have been identified for the relevant IBORs as part of recent global benchmark reform work.

Results of Benchmark Consultation (published on December 20, 2018)

 

Consultation (published on July 12, 2018)

Launch of ISDA Notices Hub and Protocol

ISDA has launched the ISDA Notices Hub and the ISDA 2025 Notices Hub Protocol, giving users a faster and more efficient method for delivering critical notices and reducing the uncertainty and risk of losses that can result from delays. The...

ISDA response to ESMA MiFIR Review Consultation

On July 11, ISDA submitted a response to the European Securities and Markets Authority's (ESMA) fourth package of Level 2 consultation under the Markets in Financial Instruments Regulation Review (MiFIR), on transparency for derivatives, package orders and input/output data for...