Benchmarks – Page 16 – International Swaps and Derivatives Association

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Tag: Benchmarks

Template Form of Bilateral Agreement for Amending References to EUR Interest Rates in Credit Support Documents

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Template Form of Bilateral Agreement for Amending References to EUR Interest Rates and USD Interest Rates in Credit Support Documents

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Research Notes August 11, 2020

ISDA-Clarus RFR Adoption Indicator: July 2020

The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more

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Press Releases July 29, 2020

ISDA Board Statement on Adherence to the IBOR Fallback Protocol

ISDA today published a statement from its Board of Directors on adherence to the forthcoming... Read more

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Research Notes July 28, 2020

ISDA-Clarus RFR Adoption Indicator: June 2020

ISDA-Clarus RFR Adoption Indicator is intended to track how much trading activity (as measured by... Read more

Documents (2) for ISDA-Clarus RFR Adoption Indicator: June 2020

Press Releases July 28, 2020

ISDA Launches Risk-free Rate Adoption Indicator

ISDA has launched a new indicator to monitor the adoption of alternative risk-free rates (RFRs)... Read more

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Research Notes July 21, 2020

Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020

In the first half of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more

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Press Releases July 21, 2020

Bloomberg Begins Publishing Calculations Related to IBOR Fallbacks

Bloomberg and ISDA today announced that Bloomberg Index Services Limited (BISL) has begun calculating and... Read more

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Webcasts & videos July 15, 2020

Interest Rate Benchmark Reform: Impact on Accounting under IFRS

ISDA’s director of risk & capital, Antonio Corbi, along with speakers from Ernst & Young,... Read more

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Speeches & testimony July 14, 2020

The Path Forward for LIBOR Transition Opening Remarks

The Path Forward for LIBOR Transition – Virtual Event July 14, 2020 Opening Remarks Scott... Read more

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