Benchmark Fallbacks Archives | Page 2 of 5 | International Swaps and Derivatives Association

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Tag: Benchmark Fallbacks

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

Documents (1) for ISDA and Related Workstreams: Interest Rate Reform

ISDA BMR and Interest Rate Reform Workstreams(pdf) will open in a new tab or window

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

Documents (0) for Another Look at Pre-cessation

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

Documents (1) for ISDA to Re-consult on Pre-cessation Fallbacks

ISDA to Reconsult on Pre-cessation Issues(pdf) will open in a new tab or window

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

Documents (2) for New Letters on Pre-cessation Issues Welcome

Press Releases | December 18, 2019

ISDA launches Consultation on Fallbacks for Euro LIBOR and EURIBOR

ISDA has launched a supplemental consultation on the spread and term adjustments that would apply... Read more

Documents (1) for ISDA launches Consultation on Fallbacks for Euro LIBOR and EURIBOR

ISDA Publishes Consultations on Fallbacks for Euro LIBOR-EURIBOR Derivatives FINAL(pdf) will open in a new tab or window

Benchmarks | December 4, 2019

ISDA Letter to FSB OSSG on Pre-Cessation Issues

ISDA has submitted a letter to the Financial Stability Board’s Official Sector Steering Group (FSB... Read more

Documents (1) for ISDA Letter to FSB OSSG on Pre-Cessation Issues

December 2019 Letter to the FSB OSSG - FINAL(pdf) will open in a new tab or window

Press Releases | November 15, 2019

ISDA Publishes Results of Consultation on Final Parameters for Benchmark Fallback Adjustments

ISDA has today published a report that summarizes responses to a consultation on the final... Read more

Documents (1) for ISDA Publishes Results of Consultation on Final Parameters for Benchmark Fallback Adjustments

Results of Final Parameters Consultation(pdf) will open in a new tab or window

Press Releases | October 21, 2019

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

ISDA has today published a report that summarizes responses to a consultation on pre-cessation issues... Read more

Documents (1) for ISDA Publishes Report Summarizing Results of Benchmark Fallbacks Consultation on Pre-cessation Issues

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

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) for ISDA Publishes Consultation on Final Parameters for Benchmark Fallback Adjustments

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) for ISDA Letter on IBOR Transition and EMIR Grandfathering

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