Benchmark Fallbacks Archives | International Swaps and Derivatives Association

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Tag: Benchmark Fallbacks

Press Releases | September 18, 2019

ISDA Publishes Consultation on Final Parameters for Benchmark Fallback Adjustments

ISDA has today launched a new consultation to finalize the methodologies for the adjustments that... Read more

Documents (1)

Consultation on Final Parameters for Spread and Term Adjustments in Benchmark Fallbacks(pdf) will open in a new tab or window

Legal | August 14, 2019

ISDA Letter on IBOR Transition and EMIR Grandfathering

ISDA wrote a letter to the European Commission and the European Securities and Markets Authority... Read more

Documents (1)

ISDA Letter Regarding IBOR Transition and EMIR Grandfathering(pdf) will open in a new tab or window

Press Releases | August 9, 2019

ISDA Publishes Preliminary Results of Benchmark Fallbacks Consultation on Pre-cessation Issues

ISDA has today published a statement summarizing the preliminary results of a consultation on pre-cessation... Read more

Documents (1)

Preliminary Results of Consultation on Pre-Cessation Issues Press Release(pdf) will open in a new tab or window

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

Event Details Register Now

IQ | August 5, 2019

The Road Ahead – IQ August 2019

As milestones go, a consultation on technical adjustments to fallback rates may not be the... Read more

Documents (1)

IQ ISDA Quarterly August 2019(pdf) will open in a new tab or window

Press Releases | July 31, 2019

Bloomberg Selected as Fallback Adjustment Vendor

ISDA today announced that Bloomberg Index Services Limited (BISL) has been selected to calculate and... Read more

Documents (1)

Fallback Adjustment Vendor Selection Press Release(pdf) will open in a new tab or window

Press Releases | July 30, 2019

ISDA Publishes Preliminary Results of Supplemental Benchmark Fallbacks Consultation

ISDA has today published a statement summarizing the preliminary results of a supplemental consultation on... Read more

Documents (1)

Preliminary Results of Supplemental Consultation Press Release(pdf) will open in a new tab or window

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

Documents (0)

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