Benchmark Fallbacks Archives | Page 2 of 6 | International Swaps and Derivatives Association

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Tag: Benchmark Fallbacks

Press Releases | April 15, 2020

ISDA Announces Preliminary Results of Consultation on Pre-cessation Fallbacks for LIBOR

ISDA has today announced preliminary results of its consultation on the implementation of pre-cessation fallbacks... Read more

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derivatiViews | March 18, 2020

Pre-cessation Consultation: Responding to COVID-19

With the coronavirus situation rapidly escalating and markets tumbling across the globe, market participants have... Read more

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Press Releases | February 25, 2020

ISDA Launches New Consultation on Pre-cessation Fallbacks

The International Swaps and Derivatives Association, Inc. (ISDA) has launched a new consultation on how... Read more

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Press Releases | February 24, 2020

ISDA Publishes Results of Consultation on Fallbacks for Derivatives Referencing Euro LIBOR and EURIBOR

The International Swaps and Derivatives Association, Inc. (ISDA) has today published a statement summarizing responses to... Read more

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Speeches & testimony | February 12, 2020

ISDA CEO Scott O’Malia Opening Remarks at ISDA/SIFMA AMG Benchmark Strategies Forum

ISDA/SIFMA AMG Benchmark Strategies Forum February 12, 2020 Opening Remarks Scott O’Malia, ISDA Chief Executive... Read more

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Research Notes | February 12, 2020

Adoption of Risk-Free Rates: Major Developments in 2020

Transition from LIBOR and other interbank offered rates (IBORs) to alternative risk-free rates (RFRs) is... Read more

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Benchmarks | February 6, 2020

ISDA and Related Workstreams: Interest Rate Reform

The following table identifies various key ISDA workstreams relating to the reform of interbank offered... Read more

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derivatiViews | February 5, 2020

Another Look at Pre-cessation

Back in December, we told the Financial Stability Board’s Official Sector Steering Group (FSB OSSG)... Read more

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Press Releases | February 5, 2020

ISDA to Re-consult on Pre-cessation Fallbacks

ISDA has announced that it will re-consult on how to implement pre-cessation fallbacks. Based on... Read more

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derivatiViews | January 24, 2020

New Letters on Pre-cessation Issues Welcome

There’s been a lot of debate recently about whether and how pre-cessation fallbacks should apply... Read more