Benchmark Fallbacks Archives | International Swaps and Derivatives Association

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Tag: Benchmark Fallbacks

ISDA Symposium® Benchmark Reform

Update on ISDA and Industry Initiatives

This half-day symposium will provide an update on benchmark reform efforts globally. Since 2013, IOSCO... Read more

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Speeches & testimony | May 29, 2019

The Industry Road Map

ISDA/Bloomberg Benchmark Regulation and Migration Conference, Hong Kong The Industry Road Map Scott O’Malia, ISDA... Read more

Documents (1)

Industry Road Map Final(pdf) will open in a new tab or window

derivatiViews | May 29, 2019

Another Step to Benchmark Fallbacks

Efforts to prepare for the use of risk-free rates (RFRs) as an alternative to LIBOR... Read more

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Webcasts & videos | May 22, 2019

ISDA IBOR Derivative Fallbacks: May 2019 Consultations

Last week, ISDA launched two market-wide consultations on benchmark fallbacks – one covering adjustments that... Read more

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Press Releases | May 16, 2019

ISDA Publishes Two Consultations on Benchmark Fallbacks

ISDA has launched two new consultations on benchmark fallbacks – one covering adjustments that would... Read more

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ISDA Publishes Two Consultations on Benchmark Fallbacks(pdf) will open in a new tab or window

Benchmarks | April 11, 2019

ISDA Letter to the FSB OSSG – Update on Fallbacks for Derivatives

This week ISDA wrote a letter to the co-chairs of the FSB Official Sector Steering... Read more

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April 2019 Letter to FSB OSSG(pdf) will open in a new tab or window

Press Releases | February 4, 2019

ISDA Issues Request for Proposal for Fallback Spread Vendor Role

ISDA today issued a request for proposal (RFP) for an independent service provider to calculate... Read more

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IBOR Fallback Admin RFP - Press Release(pdf) will open in a new tab or window

Webcasts & videos | January 28, 2019

Recording: ISDA Call: ISDA IBOR Fallbacks: The Role of a Vendor

ISDA is currently undertaking work to amend the 2006 ISDA Definitions to implement fallbacks for... Read more

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ISDA IBOR Fallbacks - Spread and Term Adjustments - Vendor Presentation(pdf) will open in a new tab or window

Benchmarks | December 20, 2018

Benchmark Fallbacks Consultation

This consultation sought input on the approach for addressing certain technical issues associated with adjustments that... Read more

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Press Releases | December 20, 2018

ISDA Publishes Final Results of Benchmark Fallbacks Consultation

ISDA has today published a report summarizing the final results of a consultation on technical... Read more

Documents (1)

ISDA Publishes Final Results of Benchmark Fallback Consultation FINAL(pdf) will open in a new tab or window