Firms have had their hands full dealing with the market and economic fallout from the… Read more IQ Interview with HKMA Deputy CEO Howard Lee
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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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Recalibrating CVA
The credit valuation adjustment (CVA) capital charge is just one ingredient of the overall Basel... Read more Recalibrating CVA
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ISDA Launches Risk-free Rate Adoption Indicator
ISDA has launched a new indicator to monitor the adoption of alternative risk-free rates (RFRs)... Read more ISDA Launches Risk-free Rate Adoption Indicator
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ISDA and ISLA Agree to Closer Collaboration on Digital Initiatives
ISDA and the International Securities Lending Association (ISLA) have agreed to closely collaborate on two... Read more ISDA and ISLA Agree to Closer Collaboration on Digital Initiatives
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Bloomberg Begins Publishing Calculations Related to IBOR Fallbacks
Bloomberg and ISDA today announced that Bloomberg Index Services Limited (BISL) has begun calculating and... Read more Bloomberg Begins Publishing Calculations Related to IBOR Fallbacks
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Interest Rate Benchmark Reform: Impact on Accounting under IFRS
ISDA’s director of risk & capital, Antonio Corbi, along with speakers from Ernst & Young,... Read more Interest Rate Benchmark Reform: Impact on Accounting under IFRS
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Reforming the EU BMR
There’s been a lot of recent attention on LIBOR and other interbank offered rates, but... Read more Reforming the EU BMR
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ISDA In Review – June 2020
A compendium of links to new documents, research papers, press releases and comment letters published... Read more ISDA In Review - June 2020
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ISDA Issues RFQ to Provide Front-end User Platform
ISDA has today issued a request for quotations (RFQ) from qualified parties to provide a... Read more ISDA Issues RFQ to Provide Front-end User Platform
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COVID-19 and the Impact on Liquidity
Anyone active in derivatives will tell you that market liquidity suddenly became very challenging in... Read more COVID-19 and the Impact on Liquidity