ISDA has today published a new set of fallbacks for derivatives referenced to certain interbank… Read more ISDA Publishes New Fallbacks for Additional IBORs
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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
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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
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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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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.
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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 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.