Benchmarks Archives | International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Benchmarks

Speeches & testimony | September 19, 2019

ISDA CEO Scott O’Malia Opening Remarks at ISDA Europe Conference, London

ISDA Annual Europe Conference September 19, 2019 Opening Remarks Scott O’Malia, ISDA Chief Executive ... Read more

Documents (1)

Scott O'Malia Opening Remarks(pdf) will open in a new tab or window

Press Releases | September 18, 2019

ISDA Publishes Consultation on Final Parameters for Benchmark Fallback Adjustments

ISDA has today launched a new consultation to finalize the methodologies for the adjustments that... Read more

Documents (1)

Consultation on Final Parameters for Spread and Term Adjustments in Benchmark Fallbacks(pdf) will open in a new tab or window

Asset Classes | September 10, 2019

EURIBOR reform FAQs

This Frequently Asked Questions (“FAQ”) document, which may be updated from time to time, contains... Read more

Documents (1)

ISDA EURIBOR reform FAQs -10 Sept(pdf) will open in a new tab or window

ISDA Symposium – The New French/Irish Law Governed ISDA MA

A spotlight on ISDA’s new French law and Irish law governed Master Agreements and the French legislative landscape

Event Details Register Now

Press Releases | August 9, 2019

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

Documents (1)

Preliminary Results of Consultation on Pre-Cessation Issues Press Release(pdf) will open in a new tab or window

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

Europe | August 7, 2019

ISDA and AFME Respond to Technical Expert Group’s Interim Report on Climate Benchmarks

ISDA and AFME have responded to the European Commission’s feedback consultation on climate benchmarks and... Read more

Documents (1)

TEG climate benchmarks - ISDA AFME Response(pdf) will open in a new tab or window

IQ | August 5, 2019

The Road Ahead – IQ August 2019

As milestones go, a consultation on technical adjustments to fallback rates may not be the... Read more

Documents (1)

IQ ISDA Quarterly August 2019(pdf) will open in a new tab or window

Press Releases | July 31, 2019

Bloomberg Selected as Fallback Adjustment Vendor

ISDA today announced that Bloomberg Index Services Limited (BISL) has been selected to calculate and... Read more

Documents (1)

Fallback Adjustment Vendor Selection Press Release(pdf) will open in a new tab or window

Press Releases | July 30, 2019

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

Documents (1)

Preliminary Results of Supplemental Consultation Press Release(pdf) will open in a new tab or window