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

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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

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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

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

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

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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

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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

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Preliminary Results of Supplemental Consultation 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

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

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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

Tag: Benchmark Fallbacks

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