ISDA Collateral Agreement Interest Rate Definitions
The ISDA Collateral Agreement Interest Rate Definitions enable parties to include standardised definitions relating to... Read more ISDA Collateral Agreement Interest Rate Definitions
Tag: Benchmarks
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 ISDA CEO Scott O’Malia Opening Remarks at ISDA/SIFMA AMG Benchmark Strategies Forum
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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 Adoption of Risk-Free Rates: Major Developments in 2020
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Another Look at Pre-cessation
Back in December, we told the Financial Stability Board’s Official Sector Steering Group (FSB OSSG)... Read more Another Look at Pre-cessation
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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 ISDA to Re-consult on Pre-cessation Fallbacks
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New Letters on Pre-cessation Issues Welcome
There’s been a lot of debate recently about whether and how pre-cessation fallbacks should apply... Read more New Letters on Pre-cessation Issues Welcome
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Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
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ICE Swap Rate – December 24 and December 31, 2019
ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more ICE Swap Rate – December 24 and December 31, 2019
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2020 Looming Large
It has sometimes felt like there’s barely been time to pause and take a breath... Read more 2020 Looming Large