Benchmark Fallbacks – Page 9 – 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

Press Releases | August 9, 2019

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

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

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

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

IQ | August 5, 2019

The Road Ahead – IQ August 2019

As milestones go, a consultation on technical adjustments to fallback rates may not be the... Read more

Documents (1) for The Road Ahead – IQ August 2019

IQ ISDA Quarterly August 2019(pdf) will open in a new tab or window

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

Fallback Adjustment Vendor Selection Press Release(pdf) will open in a new tab or window

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

Preliminary Results of Supplemental Consultation Press Release(pdf) will open in a new tab or window

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

Industry Road Map Final(pdf) will open in a new tab or window

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

Documents (0) for Another Step to 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) 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

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) 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