Benchmark Reform – Market Education/Webinars/Conferences

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

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ISDA AGM Studio: Jacques Vigner, BNP Paribas

Jacques Vigner, ISDA board member and chief strategic oversight officer for global markets at BNP Paribas, speaks with Mark Gheerbrant, global head of risk and capital at ISDA, on the key obstacles to a consistent, risk-appropriate capital framework and how to...

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