Benchmarks Archives | International Swaps and Derivatives Association

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Tag: Benchmarks

Research Notes | July 22, 2019

Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019

The ISDA Interest Rate Benchmarks Review analyzes the trading volumes of interest rate derivatives (IRD)... Read more

Documents (1)

Interest Rate Benchmarks Review Q2 2019 and 1H 2019(pdf) will open in a new tab or window

Tax & Accounting | June 19, 2019

ISDA Response to IASB on Benchmark Reform

On June 17, 2019, ISDA responded to the International Accounting Standards Board’s (IASB) exposure draft... Read more

Documents (1)

Interest Rate Benchmark Reform June 17 2019(pdf) will open in a new tab or window

North America | June 12, 2019

ISDA’s response to the Canadian Securities Administrators (CSA) proposed National Instrument 25-102 Designated Benchmarks and Benchmark Administrators and a related proposed companion policy.

Documents (1)

NI 25-102 Comment Letter(pdf) will open in a new tab or window

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

Event Details Register Now

derivatiViews | June 10, 2019

Benchmarks and Accounting

As awareness of benchmark reform has increased, so too has understanding of the various issues.... Read more

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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)

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

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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

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ISDA Publishes Two Consultations on Benchmark Fallbacks(pdf) will open in a new tab or window

Legal | May 6, 2019

ISDA Annual Legal Forum

The 2019 ISDA Annual Legal Forum will cover the most pressing legal and regulatory issues... Read more

Documents (0)

Research Notes | April 26, 2019

Interest Rate Benchmarks Review: First Quarter of 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of over-the-counter (OTC) interest rate derivatives... Read more

Documents (1)

Interest Rates Benchmarks Review Q1 2019(pdf) will open in a new tab or window