Recording: ISDA Call: ISDA IBOR Fallbacks: The Role of a Vendor

ISDA is currently undertaking work to amend the 2006 ISDA Definitions to implement fallbacks for LIBOR and other key IBORs. The fallbacks will be to an alternative risk-free rate, subject to certain adjustments. As part of its work, ISDA is conducting a request-for-proposal (RFP) process open to all interested vendors in order to select the vendor that will publish the adjustments. Please view the background materials below for additional information.

ISDA expects to publish the RFP in early February 2019 and provide interested vendors approximately four weeks to respond.

In advance of publishing the RFP, ISDA held a call on January 25 for all interested vendors to go through the background materials and answer questions. If you were not able to listen, a recording of the call is available here.

Documents (1) for Recording: ISDA Call: ISDA IBOR Fallbacks: The Role of a Vendor

Joint Paper on UK EMIR Reform

On July 1, ISDA and UK Finance published a paper, which recommended a set of reforms for the UK European Market Infrastructure Regulation (UK EMIR), carefully considering each EU EMIR 3.0 reform and asking whether we would wish to adopt...

Response to FCA on UK EMIR Reporting

On June 30, ISDA submitted a response to chapter 5 of the UK Financial Conduct Authority’s (FCA) quarterly consultation CP25/16 on trade repository reporting requirements under the UK European Market Infrastructure Regulation (UK EMIR). Chapter 5 proposes ‘Amendments to the...

CDS Trading Activity in EU, UK and US Markets

This report analyzes credit derivatives trading activity reported in Europe. The analysis shows European credit derivatives transactions based on the location of reporting venues (EU versus UK) and product type. The report also compares European-reported credit derivatives trading activity to...