Click here to view the SONIA reform frequently asked questions (FAQ) document, or download the… Read more SONIA reform FAQs and publication of GBP-SONIA-Compound
Benchmark Reform and Transition from LIBOR InfoHub
and AUD-AONIA-OIS Compound
CAD-CORRA and CAD-CORRA-OIS Compound
CHF-SARON and CHF-SARON-OIS Compound
EUR-EuroSTR and EUR-EuroSTR-OIS Compound
GBP-SONIA, GBP-SONIA-OIS Compound and GBP-SONIA Compounded Index
HKD-HONIA and HKD-HONIA-OIS
**NEW** ISDA Webinar: “USD LIBOR Final Steps” (click for presentation and recording) This page will… Read more Benchmark Reform and Transition from LIBOR InfoHub
Documents (0) for Benchmark Reform and Transition from LIBOR InfoHub
AI SEARCH
Document Archive
SUBJECT STATUS AVAILABLE DOCUMENT GENERAL Summary of Japan Committee structure and activities in Japanese language… Read more Document Archive
Documents (0) for Document Archive
Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
Click here for the Supplement 60 which updates the Floating Rate Options “EUR-EONIA-OIS-COMPOUND”, “EUR-EONIA-OIS-COMPOUND-Bloomberg” and “EUR-EONIA-AVERAGE.”
On 1st October 2019, ISDA published Supplement 59 to the 2006 ISDA Definitions, which adds… Read more Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
Documents (0) for Publication of Supplement 59 (EuroSTR FRO) and Supplement 60 (Revised EONIA FROs) to the 2006 ISDA Definitions
The Industry Road Map
We’ve published definitions for SONIA and SOFR, and will follow with definitions for €STR once it is published in October.
ISDA/Bloomberg Benchmark Regulation and Migration Conference, Hong Kong The Industry Road Map Scott O’Malia, ISDA… Read more The Industry Road Map
Documents (1) for The Industry Road Map
A Major Milestone for Benchmark Reform
In sterling markets, 39.2% of interest rate derivatives trading referenced SONIA in September.
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
Benchmark Fallbacks
These RFRs, including SOFR (USD), €STR (EUR) and SONIA (GBP), are typically administered and published by major central banks worldwide.
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
Islamic Finance
Global Staff Contact: Peter Werner — pwerner@isda.org The ISDA Islamic Finance WG has been set up… Read more Islamic Finance
Documents (0) for Islamic Finance
ISDA CEO Scott O’Malia Opening Remarks at ISDA/SIFMA AMG Benchmark Strategies Forum
Meanwhile, SONIA-linked bond issuance has continued to grow, and has exceeded £40 billion so far, according to FCA figures. Last year saw the first SONIA loan, the first LIBOR to SONIA bond switch and the first LIBOR to SONIA loan amendment.
ISDA/SIFMA AMG Benchmark Strategies Forum February 12, 2020 Opening Remarks Scott O’Malia, ISDA Chief Executive… Read more ISDA CEO Scott O’Malia Opening Remarks at ISDA/SIFMA AMG Benchmark Strategies Forum
Documents (1) for ISDA CEO Scott O’Malia Opening Remarks at ISDA/SIFMA AMG Benchmark Strategies Forum
ISDA AGM 2019: Eric Litvack Chairman Remarks
But it’s getting to the point where we can’t continue patching up the current complex system and finding workarounds as we add new functionality.
ISDA AGM Hong Kong 2019 April 11, 2019, 9.00am-9.15am Eric Litvack – Chairman’s Remarks It’s… Read more ISDA AGM 2019: Eric Litvack Chairman Remarks