This protocol enables parties to Protocol Covered Documents to amend the terms of each such Protocol Covered Document to (i) in respect of a Protocol Covered Document which incorporates, or references a rate as defined in, a Covered ISDA Definitions Booklet, include in the terms of such Protocol Covered Document either the terms of or a particular defined term included in Supplements to the 2006 ISDA Definitions, and (ii) in respect of a Protocol Covered Document which otherwise references a Relevant IBOR, include in the terms of such Protocol Covered Document new fallbacks for that Relevant IBOR.
AI SEARCH
New IBOR Fallbacks Take Effect for Derivatives
New fallbacks for derivatives linked to key interbank offered rates (IBORs) have come into effect… Read more New IBOR Fallbacks Take Effect for Derivatives
Documents (1) for New IBOR Fallbacks Take Effect for Derivatives
AI SEARCH
ISDA Board Statement on Adherence to the IBOR Fallback Protocol
ISDA today published a statement from its Board of Directors on adherence to the forthcoming… Read more ISDA Board Statement on Adherence to the IBOR Fallback Protocol
Documents (1) for ISDA Board Statement on Adherence to the IBOR Fallback Protocol
AI SEARCH
ISDA Generic Fallback Provisions - Summary
The summary of the Generic Fallback Provisions in this document reflects the Generic Fallback Provisions… Read more ISDA Generic Fallback Provisions – Summary
Documents (1) for ISDA Generic Fallback Provisions – Summary
AI SEARCH
ISDA and AFME Respond to EBA on FRTB Residual Risk Add-On
On June 11, 2021, ISDA and the Association for Financial Markets in Europe (AFME) submitted… Read more ISDA and AFME Respond to EBA on FRTB Residual Risk Add-On
Documents (1) for ISDA and AFME Respond to EBA on FRTB Residual Risk Add-On
AI SEARCH
ISDA 2021 Fallbacks Protocol
This protocol enables parties to Protocol Covered Documents to amend the terms of each such Protocol Covered Document to include in the terms of such Protocol Covered Document new fallbacks for one or more benchmarks, as set out in a Benchmark Module.
AI SEARCH
ISDA Launches IBOR Fallbacks Supplement and Protocol
ISDA has today launched the IBOR Fallbacks Supplement and IBOR Fallbacks Protocol, marking a major… Read more ISDA Launches IBOR Fallbacks Supplement and Protocol
Documents (1) for ISDA Launches IBOR Fallbacks Supplement and Protocol
AI SEARCH
ISDA Board Statement on the IBOR Fallbacks Supplement and Protocol
ISDA today published a statement from its Board of Directors on the forthcoming launch of… Read more ISDA Board Statement on the IBOR Fallbacks Supplement and Protocol
Documents (1) for ISDA Board Statement on the IBOR Fallbacks Supplement and Protocol
AI SEARCH
A Major Milestone for Benchmark Reform
At the end of last week, ISDA launched the IBOR Fallbacks Supplement and protocol, so… Read more A Major Milestone for Benchmark Reform
Documents (0) for A Major Milestone for Benchmark Reform
AI SEARCH
Benchmark Fallbacks
Interbank Offered Rates (IBORs), a series of interest rate benchmarks, are undergoing a period of… Read more Benchmark Fallbacks