Benchmark Fallbacks – Page 8 – International Swaps and Derivatives Association

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Tag: Benchmark Fallbacks

Press Releases | July 31, 2019

Bloomberg Selected as Fallback Adjustment Vendor

ISDA today announced that Bloomberg Index Services Limited (BISL) has been selected to calculate and... Read more

Documents (1) for Bloomberg Selected as Fallback Adjustment Vendor

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Press Releases | July 30, 2019

ISDA Publishes Preliminary Results of Supplemental Benchmark Fallbacks Consultation

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

Documents (1) for ISDA Publishes Preliminary Results of Supplemental Benchmark Fallbacks Consultation

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Speeches & testimony | May 29, 2019

The Industry Road Map

ISDA/Bloomberg Benchmark Regulation and Migration Conference, Hong Kong The Industry Road Map Scott O’Malia, ISDA... Read more

Documents (1) for The Industry Road Map

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derivatiViews | May 29, 2019

Another Step to Benchmark Fallbacks

Efforts to prepare for the use of risk-free rates (RFRs) as an alternative to LIBOR... Read more

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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) for ISDA IBOR Derivative Fallbacks: May 2019 Consultations

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) for ISDA Publishes Two Consultations on Benchmark Fallbacks

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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

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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

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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

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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