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 and USD Interest Rates in Credit Support Documents

The Template Form of Bilateral Agreement for Amending References to EUR Interest Rates and USD... Read more

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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

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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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derivatiViews July 2, 2020

Reforming the EU BMR

There’s been a lot of recent attention on LIBOR and other interbank offered rates, but... Read more

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