|
IBOR Q&A Calls
|
||
|---|---|---|
| Date | Title of Event | Region |
| June 23, 2023 | ISDA IBOR Fallbacks Q&A Call #7
Synthetic LIBOR |
Online |
| June 9, 2023 | ISDA IBOR Fallbacks Q&A Call #6
LMA/LSTA – loan hedging questions Absence of fallbacks Effective date of fallbacks Determination of Original IBOR Rate Record Day Fallbacks for certain non-vanilla swaps Interpolation of term SOFR |
Online |
| June 2, 2023 | ISDA IBOR Fallbacks Q&A Call #5 (Slides #5.1)/(Slides #5.2)
Swap rate fallbacks Fallbacks for USD LIBOR swaps with reset dates on and immediately after 30 June 2023 |
Online |
| May 19, 2023 | ISDA IBOR Fallbacks Q&A Call #4 (Slides)
Application of fallbacks to a basic fixed-float swap referencing 3-month USD LIBOR |
Online |
| May 5, 2023 | ISDA IBOR Fallbacks Q&A Call #3 (Slides)
Linear interpolation Fallbacks for certain non-vanilla swaps Accrual periods Absence of fallbacks |
Online |
| April 28, 2023 | ISDA IBOR Fallbacks Q&A Call #2
Navigation of Bloomberg screens |
Online |
| April 21, 2023 | ISDA IBOR Fallbacks Q&A Call #1
Calculation/publication/observation of fallback rates IBOR Fallbacks Protocol |
Online |
| Past Events | ||
| Date | Title of Event | Region |
| June 15, 2023 | Webinar: End of CARR’s Stage 1 Transition from CDOR to CORRA | Online |
| April 13, 2023 | Webinar: USD LIBOR Final Steps (click for presentation and recording) | Online |
| October 21, 2021 | Webinar: Documentation from ISDA, LSTA and LMA (webinar recording and slide presentation) | Online |
| June 23, 2021 | Webinar: ISDA Consultation on Fallbacks for GBP LIBOR® ICE Swap Rate® & USD LIBOR® ICE Swap Rate® (webinar recording and slide presentation) | Online |
| June 3, 2021 | Benchmark Strategies Forum: Part II (Recording Available Until July 30, 2021) | Online |
| December 4, 2020 | ISDA Webinar: The Path Forward for LIBOR (webinar recording and full transcript) | Online |
| October 23, 2020 | ISDA IBOR Fallbacks Webinar Series | Online |
| September 18, 2020 | Webinar Recording: Collateral Changes for US Dollar and Euro Derivatives (GoToWebinar recording and slide presentation) | Online |
| September 16, 2020 | AcadiaSoft Podcast: Leaving Libor: The Road to Risk Free Rates | Online |
| August 12, 2020 | American Banker Bankshot Podcast: Libor is out, but SOFR isn’t quite in | Online |
| July 15, 2020 | Webinar Recording: Interest Rate Benchmark Reform: Impact on Accounting under IFRS | Online |
Latest
SwapsInfo Full Year 2025 and Q4 2025
Trading activity in interest rate derivatives (IRD) and credit derivatives increased in 2025, reflecting shifting monetary policy expectations and broader market conditions. IRD traded notional rose by about 46% year-on-year, led by an increase in overnight index swaps (OIS). Index...
ISDA ALF: Katherine Tew Darras Opening Remarks
ISDA Annual Legal Forum London, February 11, 2026 Opening Remarks Katherine Tew Darras ISDA General Counsel Good morning and welcome to ISDA’s Annual Legal Forum. Thank you for joining us today and thanks to our platinum sponsors – Cleary...
Maintaining Focus on Basel III Endgame Recalibration
In its original form, the US Basel III endgame proposal would have resulted in disproportionate increases in capital for trading book activities, forcing banks to make difficult choices about their participation in certain businesses. After two-and-a-half years, a revised proposal...
IRRBB Management in EMDEs
Interest rate risk in the banking book (IRRBB) has become a growing priority for banks and regulators in emerging market and developing economies (EMDEs). As many of these countries face monetary tightening cycles and ongoing macroeconomic volatility, bank balance sheets...
