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SONIA reform FAQs and publication of GBP-SONIA-Compound

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

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Regulatory Framework for Sustainability-Linked Derivatives: Hong Kong Analysis

Interest in environmental, social and governance (ESG) issues has grown in Asia-Pacific, as companies transition… Read more Regulatory Framework for Sustainability-Linked Derivatives: Hong Kong Analysis

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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

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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

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Book: Additional Provisions for Use with a Deliverable Currency Disruption Event for RUB Foreign Exchange Transactions

Revised 2022 Amendment Agreement to Incorporate Additional Provisions for Use with a Deliverable Currency Disruption… Read more Additional Provisions for Use with a Deliverable Currency Disruption Event for RUB Foreign Exchange Transactions

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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

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