Benchmarks Archives | International Swaps and Derivatives Association

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Tag: Benchmarks

Asset Classes | March 30, 2020

Swaptions: “Agreed Discount Rate” Supplement to the 2006 ISDA Definitions Published

Supplement 64 to the 2006 ISDA Definitions has been published today, March 30th, 2020, to... Read more

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Press Releases | February 25, 2020

ISDA Launches New Consultation on Pre-cessation Fallbacks

The International Swaps and Derivatives Association, Inc. (ISDA) has launched a new consultation on how... Read more

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Press Releases | February 24, 2020

ISDA Publishes Results of Consultation on Fallbacks for Derivatives Referencing Euro LIBOR and EURIBOR

The International Swaps and Derivatives Association, Inc. (ISDA) has today published a statement summarizing responses to... Read more

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ISDA Collateral Agreement Interest Rate Definitions

The ISDA Collateral Agreement Interest Rate Definitions enable parties to include standardised definitions relating to... Read more

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Benchmark Reform: Update on ISDA and Industry Initiatives

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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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ISDA Symposium® Benchmark Reform

Update on ISDA and Industry Initiatives

This half-day symposium will provide an update on benchmark reform efforts globally. Since 2013, IOSCO... Read more

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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

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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

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