A Big Milestone for Benchmark Reform
This week marked a major milestone for benchmark reform. On Monday, ISDA’s new fallbacks came... Read more A Big Milestone for Benchmark Reform
Tag: Benchmarks
ISDA-Clarus RFR Adoption Indicator: December 2020
The ISDA-Clarus RFR Adoption Indicator increased to 10.0% in December compared to 8.3% the prior... Read more ISDA-Clarus RFR Adoption Indicator: December 2020
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Countdown to New Fallbacks
More than 5,900 entities across roughly 70 jurisdictions have so far adhered to an ISDA... Read more Countdown to New Fallbacks
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Episode 5: 2021: Benchmarks, Biden and Brexit
Please view this page via Chrome to access the recording. After a year that saw... Read more Episode 5: 2021: Benchmarks, Biden and Brexit
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ISDA-Clarus RFR Adoption Indicator: November 2020
The ISDA-Clarus RFR Adoption Indicator declined to 8.3% in November compared to 11.6% the prior... Read more ISDA-Clarus RFR Adoption Indicator: November 2020
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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 Video Interview: Why Should I Update the Fallbacks in My Derivatives Contracts?
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ISDA Webinar: The Path Forward for LIBOR
Earlier this week, ICE Benchmark Administration (IBA), the administrator of LIBOR, announced that it will... Read more ISDA Webinar: The Path Forward for LIBOR
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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 ISDA Statement on IBA, UK FCA and Federal Reserve Board Announcements on US Dollar LIBOR Consultation
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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 Joint Trade Associations Paper Requesting an Extension of the Third-country Benchmarks Transition Period
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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 ISDA Response on FASB Reference Rate Reform Guidance