Benchmarks
Benchmark Conferences
The 2018 ISDA Benchmarks Supplement Protocol and ISDA Amend system was published on December 10,... Read more Benchmark Conferences
Documents (0)
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 ISDA Issues Request for Proposal for Fallback Spread Vendor Role
Documents (1)
Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 2018
This report provides an analysis of trading volumes of interest rate derivatives (IRD) transactions in... Read more Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 2018
Documents (1)
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 Recording: ISDA Call: ISDA IBOR Fallbacks: The Role of a Vendor
ISDA CEO Scott O’Malia Guest Remarks at Exchequer Club Luncheon in Washington, DC
Exchequer Club Luncheon Mayflower Hotel, Palm Court Ballroom, Washington, DC January 16, 2019 Scott O’Malia,... Read more ISDA CEO Scott O'Malia Guest Remarks at Exchequer Club Luncheon in Washington, DC
Documents (1)
ISDA Publishes Final Results of Benchmark Fallbacks Consultation
ISDA has today published a report summarizing the final results of a consultation on technical... Read more ISDA Publishes Final Results of Benchmark Fallbacks Consultation
ISDA Publishes 2018 Benchmarks Supplement Protocol
ISDA has today published the ISDA 2018 Benchmarks Supplement Protocol, intended to help market participants... Read more ISDA Publishes 2018 Benchmarks Supplement Protocol