Benchmarks – Page 15 – International Swaps and Derivatives Association

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Tag: Benchmarks

Research Notes | January 21, 2020

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

Documents (1) for Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019

Interest Rate Benchmarks Review Full Year 2019 and Q4 2019(pdf) will open in a new tab or window

Asset Classes | December 20, 2019

ICE Swap Rate – December 24 and December 31, 2019

ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more

Documents (1) for ICE Swap Rate – December 24 and December 31, 2019

ICE Swap Rate notification 24 and 31 Dec 2019(pdf) will open in a new tab or window

derivatiViews | December 19, 2019

2020 Looming Large

It has sometimes felt like there’s barely been time to pause and take a breath... Read more

Documents (0) for 2020 Looming Large

Press Releases | December 18, 2019

ISDA launches Consultation on Fallbacks for Euro LIBOR and EURIBOR

ISDA has launched a supplemental consultation on the spread and term adjustments that would apply... Read more

Documents (1) for ISDA launches Consultation on Fallbacks for Euro LIBOR and EURIBOR

ISDA Publishes Consultations on Fallbacks for Euro LIBOR-EURIBOR Derivatives FINAL(pdf) will open in a new tab or window

Press Releases | November 15, 2019

ISDA Publishes Results of Consultation on Final Parameters for Benchmark Fallback Adjustments

ISDA has today published a report that summarizes responses to a consultation on the final... Read more

Documents (1) for ISDA Publishes Results of Consultation on Final Parameters for Benchmark Fallback Adjustments

Results of Final Parameters Consultation(pdf) will open in a new tab or window

Research Notes | October 28, 2019

Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more

Documents (1) for Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019

Interest Rate Benchmarks Review Q3 2019(pdf) will open in a new tab or window

Press Releases | October 21, 2019

ISDA Publishes Report Summarizing Results of Benchmark Fallbacks Consultation on Pre-cessation Issues

ISDA has today published a report that summarizes responses to a consultation on pre-cessation issues... Read more

Documents (1) for ISDA Publishes Report Summarizing Results of Benchmark Fallbacks Consultation on Pre-cessation Issues

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

Tax & Accounting | October 3, 2019

ISDA Response to EFRAG on Benchmark Reform

On October 3, ISDA responded to the European Financial Reporting Advisory Group’s (EFRAG) invitation to... Read more

Documents (1) for ISDA Response to EFRAG on Benchmark Reform

ISDA IBOR reform - DEA - Invitation to comment(pdf) will open in a new tab or window

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

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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) for ISDA Publishes Consultation on Final Parameters for Benchmark Fallback Adjustments

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