ISDA has today announced preliminary results of its consultation on the implementation of pre-cessation fallbacks… Read more ISDA Announces Preliminary Results of Consultation on Pre-cessation Fallbacks for LIBOR
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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Japan Monthly Report - August/September/October 2019 (English)
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The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
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
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ISDA launches Consultation on Fallbacks for Euro LIBOR and EURIBOR
ISDA has launched a supplemental consultation on the spread and term adjustments that would apply… Read more ISDA launches Consultation on Fallbacks for Euro LIBOR and EURIBOR
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ISDA to Re-consult on Pre-cessation Fallbacks
ISDA has announced that it will re-consult on how to implement pre-cessation fallbacks. Based on… Read more ISDA to Re-consult on Pre-cessation Fallbacks
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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
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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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ISDA Launches New Consultation on Pre-cessation Fallbacks
The International Swaps and Derivatives Association, Inc. (ISDA) has launched a new consultation on how… Read more ISDA Launches New Consultation on Pre-cessation Fallbacks