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 ISDA Board Statement on Adherence to the IBOR Fallback Protocol
Tag: Benchmarks
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 ISDA-Clarus RFR Adoption Indicator: June 2020
Documents (2) for ISDA-Clarus RFR Adoption Indicator: June 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 ISDA Launches Risk-free Rate Adoption Indicator
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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 Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020
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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 Bloomberg Begins Publishing Calculations Related to IBOR Fallbacks
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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 Interest Rate Benchmark Reform: Impact on Accounting under IFRS
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The Path Forward for LIBOR Transition Opening Remarks
The Path Forward for LIBOR Transition – Virtual Event July 14, 2020 Opening Remarks Scott... Read more The Path Forward for LIBOR Transition Opening Remarks
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Reforming the EU BMR
There’s been a lot of recent attention on LIBOR and other interbank offered rates, but... Read more Reforming the EU BMR
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ISDA, ASIFMA, FIA and GFXD Publish EU Benchmarks Regulation Review Recommendations
The International Swaps and Derivatives Association, Inc. (ISDA), the Asia Securities Industry and Financial Markets... Read more ISDA, ASIFMA, FIA and GFXD Publish EU Benchmarks Regulation Review Recommendations
Documents (1) for ISDA, ASIFMA, FIA and GFXD Publish EU Benchmarks Regulation Review Recommendations
Tackling Tough Legacy
How to handle ‘tough legacy’ LIBOR contracts that are all but impossible to amend or... Read more Tackling Tough Legacy