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 ISDA Letter to the FSB OSSG - Update on Fallbacks for Derivatives
Tag: Benchmark Fallbacks
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 ISDA Issues Request for Proposal for Fallback Spread Vendor Role
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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 Recording: ISDA Call: ISDA IBOR Fallbacks: The Role of a Vendor
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2018 Benchmark Fallbacks Consultation
This consultation sought input on the approach for addressing certain technical issues associated with adjustments that... Read more 2018 Benchmark Fallbacks Consultation
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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 ISDA Publishes Final Results of Benchmark Fallbacks Consultation
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ISDA Publishes 2018 Benchmarks Supplement Protocol
ISDA has today published the ISDA 2018 Benchmarks Supplement Protocol, intended to help market participants... Read more ISDA Publishes 2018 Benchmarks Supplement Protocol
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ISDA Publishes Preliminary Results of Benchmark Consultation
ISDA has today published a statement summarizing the preliminary results of a consultation on technical... Read more ISDA Publishes Preliminary Results of Benchmark Consultation
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ISDA Publishes Benchmarks Supplement
ISDA has today published the ISDA Benchmarks Supplement, which gives firms the ability to improve... Read more ISDA Publishes Benchmarks Supplement
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Second ISDA IBOR Fallbacks Webinar
ISDA IBOR Fallbacks: Consultation on Certain Aspects of Fallbacks for Derivatives Frequently Asked Questions Explained In... Read more Second ISDA IBOR Fallbacks Webinar
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Benchmark Transformation – IQ August 2018
Consider the following scenario. Enough banks stop making LIBOR submissions to mean publication of LIBOR... Read more Benchmark Transformation - IQ August 2018