Benchmarks – International Swaps and Derivatives Association

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Tag: Benchmarks

Europe | November 20, 2020

Joint Trade Associations Paper Requesting an Extension of the Third-country Benchmarks Transition Period

ISDA and 13 other trade associations have published a paper expressing concern that the EU... Read more

Documents (1) for Joint Trade Associations Paper Requesting an Extension of the Third-country Benchmarks Transition Period

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Tax & Accounting | November 18, 2020

ISDA Response on FASB Reference Rate Reform Guidance

On November 13, ISDA responded to the Financial Accounting Standards Board’s (FASB) Reference No. 2020-900... Read more

Documents (1) for ISDA Response on FASB Reference Rate Reform Guidance

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Understanding the New IBOR Fallbacks

On October 23, ISDA published a supplement to the 2006 ISDA Definitions that will introduce... Read more

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Research Notes | November 10, 2020

ISDA-Clarus RFR Adoption Indicator: October 2020

The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2020

ISDA-Clarus RFR Adoption Indicator October 2020(pdf) will open in a new tab or window

Speeches & testimony | November 9, 2020

Understanding the New IBOR Fallbacks Opening Remarks

Understanding the New IBOR Fallbacks – Virtual Event November 9, 2020 Opening Remarks Katherine Tew... Read more

Documents (1) for Understanding the New IBOR Fallbacks Opening Remarks

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Europe | November 9, 2020

ISDA Response to ESMA Consultation on Fees for Benchmark Administrators Under BMR

On November 6, ISDA submitted a response to the European Securities and Markets Authority’s (ESMA)... Read more

Documents (1) for ISDA Response to ESMA Consultation on Fees for Benchmark Administrators Under BMR

ISDA Response to ESMA Consultation on fees for benchmark administrators(pdf) will open in a new tab or window

The Swap | November 3, 2020

Episode 3: Building Momentum in Alternative Rates

Please view this page via Chrome to access the recording. LIBOR is on its... Read more

Documents (0) for Episode 3: Building Momentum in Alternative Rates

The Swap | November 3, 2020

Episode 2: The Milestones to LIBOR Transition

Please view this page via Chrome to access the recording. With hundreds of trillions... Read more

Documents (0) for Episode 2: The Milestones to LIBOR Transition

The Swap | November 3, 2020

Episode 1: Goodbye LIBOR

Please view this page via Chrome to access the recording. With the clock ticking... Read more

Documents (0) for Episode 1: Goodbye LIBOR

derivatiViews | October 26, 2020

A Major Milestone for Benchmark Reform

At the end of last week, ISDA launched the IBOR Fallbacks Supplement and protocol, so... Read more

Tag: Benchmarks

Documents (1) for Joint Trade Associations Paper Requesting an Extension of the Third-country Benchmarks Transition Period

Documents (1) for ISDA Response on FASB Reference Rate Reform Guidance

Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2020

Documents (1) for Understanding the New IBOR Fallbacks Opening Remarks

Documents (1) for ISDA Response to ESMA Consultation on Fees for Benchmark Administrators Under BMR

Documents (0) for Episode 3: Building Momentum in Alternative Rates

Documents (0) for Episode 2: The Milestones to LIBOR Transition

Documents (0) for Episode 1: Goodbye LIBOR

Documents (0) for A Major Milestone for Benchmark Reform