Tag: Benchmark Fallbacks
ISDA has today launched a new consultation to finalize the methodologies for the adjustments that... Read more ISDA Publishes Consultation on Final Parameters for Benchmark Fallback Adjustments
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 ISDA Letter on IBOR Transition and EMIR Grandfathering
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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 ISDA Publishes Preliminary Results of Benchmark Fallbacks Consultation on Pre-cessation Issues
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The Road Ahead – IQ August 2019
As milestones go, a consultation on technical adjustments to fallback rates may not be the... Read more The Road Ahead - IQ August 2019
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Bloomberg Selected as Fallback Adjustment Vendor
ISDA today announced that Bloomberg Index Services Limited (BISL) has been selected to calculate and... Read more Bloomberg Selected as Fallback Adjustment Vendor
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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 ISDA Publishes Preliminary Results of Supplemental Benchmark Fallbacks Consultation
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The Industry Road Map
ISDA/Bloomberg Benchmark Regulation and Migration Conference, Hong Kong The Industry Road Map Scott O’Malia, ISDA... Read more The Industry Road Map
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Another Step to Benchmark Fallbacks
Efforts to prepare for the use of risk-free rates (RFRs) as an alternative to LIBOR... Read more Another Step to Benchmark Fallbacks
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ISDA IBOR Derivative Fallbacks: May 2019 Consultations
Last week, ISDA launched two market-wide consultations on benchmark fallbacks – one covering adjustments that... Read more ISDA IBOR Derivative Fallbacks: May 2019 Consultations
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ISDA Publishes Two Consultations on Benchmark Fallbacks
ISDA has launched two new consultations on benchmark fallbacks – one covering adjustments that would... Read more ISDA Publishes Two Consultations on Benchmark Fallbacks