Benchmark Fallbacks Archives | Page 4 of 5 | International Swaps and Derivatives Association

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Tag: Benchmark Fallbacks

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) for ISDA Letter to the FSB OSSG – Update on Fallbacks for Derivatives

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) for ISDA Issues Request for Proposal for Fallback Spread Vendor Role

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) for Recording: ISDA Call: ISDA IBOR Fallbacks: The Role of a Vendor

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) for 2018 Benchmark Fallbacks Consultation

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) for ISDA Publishes Final Results of Benchmark Fallbacks Consultation

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) for ISDA Publishes 2018 Benchmarks Supplement Protocol

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) for ISDA Publishes Preliminary Results of Benchmark Consultation

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) for ISDA Publishes Benchmarks Supplement

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

Webcasts & videos | September 17, 2018

Second ISDA IBOR Fallbacks Webinar

ISDA IBOR Fallbacks: Consultation on Certain Aspects of Fallbacks for Derivatives Frequently Asked Questions Explained In... Read more

Documents (0) for Second ISDA IBOR Fallbacks Webinar

IQ | August 16, 2018

Benchmark Transformation – IQ August 2018

Consider the following scenario. Enough banks stop making LIBOR submissions to mean publication of LIBOR... Read more

Documents (1) for Benchmark Transformation – IQ August 2018

IQ ISDA Quarterly August 2018(pdf) will open in a new tab or window