Joint Associations Letter to ESMA on Climate Benchmarks
ISDA, along with the Association for Financial Markets in Europe, the European Federation of Energy... Read more Joint Associations Letter to ESMA on Climate Benchmarks
Tag: Benchmarks
Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published
Supplement 64 to the 2006 ISDA Definitions has been published today, March 30, 2020 to... Read more Swaptions: 'Agreed Discount Rate' Supplement to the 2006 ISDA Definitions Published
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ISDA Launches New Consultation on Pre-cessation Fallbacks
The International Swaps and Derivatives Association, Inc. (ISDA) has launched a new consultation on how... Read more ISDA Launches New Consultation on Pre-cessation Fallbacks
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ISDA Publishes Results of Consultation on Fallbacks for Derivatives Referencing Euro LIBOR and EURIBOR
The International Swaps and Derivatives Association, Inc. (ISDA) has today published a statement summarizing responses to... Read more ISDA Publishes Results of Consultation on Fallbacks for Derivatives Referencing Euro LIBOR and EURIBOR
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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