Further to its communication on Towards a stronger international role of the euro published in… Read more GFMA-GFXD and ISDA Response to EC Consultation on Euro and Market Liquidity in FX Markets
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Benchmark Fallbacks
Interbank Offered Rates (IBORs), a series of interest rate benchmarks, are undergoing a period of… Read more Benchmark Fallbacks
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ISDA 2021 EONIA Collateral Agreement Fallbacks Protocol
The ISDA 2021 EONIA Collateral Agreements Fallbacks Protocol offers market participants an efficient way to amend the terms of certain ISDA collateral agreements to incorporate a fallback to €STR plus 8.5 basis points upon the cessation of EONIA.
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ISDA, AFME Publish Recommendations for CRD VI, CRR III
ISDA and the Association for Financial Markets in Europe (AFME) have published their views and… Read more ISDA, AFME Publish Recommendations for CRD VI, CRR III
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Development of Fallbacks for LIBOR and Other Key IBORs - FAQs
General 1. Why is ISDA working on developing fallbacks for LIBOR and other key IBORs? The Official… Read more Development of Fallbacks for LIBOR and Other Key IBORs – FAQs
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ISDA IBOR Derivative Fallbacks: May 2019 Consultations
Last week, ISDA launched two market-wide consultations on benchmark fallbacks – one covering adjustments that… Read more ISDA IBOR Derivative Fallbacks: May 2019 Consultations
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Fallbacks for LIBOR and other key IBORs
ISDA held a webinar on August 17 to provide an overview of the work to… Read more Fallbacks for LIBOR and other key IBORs
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ISDA Submission to RBI on Draft Guidelines for Computing Exposure for Counterparty Credit Risk Arising from Derivative Transactions
ISDA submission to RBI on Draft Guidelines for computing exposure for counterparty credit risk arising… Read more ISDA Submission to RBI on Draft Guidelines for Computing Exposure for Counterparty Credit Risk Arising from Derivative Transactions
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Interbank Offered Rate (IBOR) Fallbacks for 2006 ISDA Definitions
Consultation on Certain Aspects of Fallbacks for Derivatives Referencing GBP LIBOR, CHF LIBOR, JPY LIBOR,… Read more Interbank Offered Rate (IBOR) Fallbacks for 2006 ISDA Definitions
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ISDA and AFME response to the EC re. compromise draft on capital requirements for bank exposures to central counterparties
ISDA and AFME wrote to the European Commission (“EC”) regarding the EC compromise draft on… Read more ISDA and AFME response to the EC re. compromise draft on capital requirements for bank exposures to central counterparties