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
ISDA Publishes New Fallbacks for Additional IBORs
ISDA has today published a new set of fallbacks for derivatives referenced to certain interbank… Read more ISDA Publishes New Fallbacks for Additional IBORs
Documents (1) for ISDA Publishes New Fallbacks for Additional IBORs
AI SEARCH
ISDA Announces Preliminary Results of Consultation on Pre-cessation Fallbacks for LIBOR
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
Documents (1) for ISDA Announces Preliminary Results of Consultation on Pre-cessation Fallbacks for LIBOR
AI SEARCH
Benchmark Fallbacks
Interbank Offered Rates (IBORs), a series of interest rate benchmarks, are undergoing a period of… Read more Benchmark Fallbacks
Documents (0) for Benchmark Fallbacks
AI SEARCH
Japan Monthly Report - August/September/October 2019 (English)
This page is only accessible to ISDA members.You must be logged to access this page.
Documents (0) for Japan Monthly Report – August/September/October 2019 (English)
AI SEARCH
The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
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 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
Documents (1) for ISDA launches Consultation on Fallbacks for Euro LIBOR and EURIBOR
AI SEARCH
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
Documents (1) for ISDA to Re-consult on Pre-cessation Fallbacks
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