Benchmarks – Page 13 – International Swaps and Derivatives Association

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Tag: Benchmarks

Webcasts & videos | December 8, 2020

Video Interview: Why Should I Update the Fallbacks in My Derivatives Contracts?

On October 23, ISDA launched a supplement that will amend its standard definitions for interest... Read more

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Webcasts & videos | December 4, 2020

ISDA Webinar: The Path Forward for LIBOR

Earlier this week, ICE Benchmark Administration (IBA), the administrator of LIBOR, announced that it will... Read more

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Press Releases | November 30, 2020

ISDA Statement on IBA, UK FCA and Federal Reserve Board Announcements on US Dollar LIBOR Consultation

ISDA has published the following statement in response to today’s announcements by ICE Benchmark Administration... Read more

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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

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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

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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

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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

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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

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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

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