Benchmark Fallbacks Archives | Page 2 of 4 | International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Benchmark Fallbacks

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

Documents (0)

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

Documents (1)

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

Documents (1)

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

Documents (1)

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

Documents (1)

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

Benchmarks | December 20, 2018

2018 Benchmark Fallbacks Consultation

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

Documents (0)

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

Press Releases | December 10, 2018

ISDA Publishes 2018 Benchmarks Supplement Protocol

ISDA has today published the ISDA 2018 Benchmarks Supplement Protocol, intended to help market participants... Read more

Documents (1)

ISDA Publishes ISDA Benchmarks Supplement Protocol FINAL2(pdf) will open in a new tab or window

Press Releases | November 27, 2018

ISDA Publishes Preliminary Results of Benchmark Consultation

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

Documents (2)

Press Releases | September 19, 2018

ISDA Publishes Benchmarks Supplement

ISDA has today published the ISDA Benchmarks Supplement, which gives firms the ability to improve... Read more

Documents (1)

ISDA Publishes ISDA Benchmarks Supplement v19092018(pdf) will open in a new tab or window