Benchmark Fallbacks – Page 8 – International Swaps and Derivatives Association

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Tag: Benchmark Fallbacks

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

Documents (0) for ISDA and Related Workstreams: Interest Rate Reform

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

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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

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

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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

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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

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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

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