Benchmarks – Page 18 – International Swaps and Derivatives Association

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Tag: Benchmarks

Press Releases April 15, 2020

ISDA Announces Preliminary Results of Consultation on Pre-cessation Fallbacks for LIBOR

ISDA has today announced preliminary results of its consultation on the implementation of pre-cessation fallbacks... Read more

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Europe April 14, 2020

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

Documents (1) for Joint Associations Letter to ESMA on Climate Benchmarks

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Interest Rate March 30, 2020

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

Documents (0) for Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published

Press Releases February 25, 2020

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

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Press Releases February 24, 2020

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

Documents (1) for ISDA Publishes Results of Consultation on Fallbacks for Derivatives Referencing Euro LIBOR and EURIBOR

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Speeches & testimony February 12, 2020

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

Documents (1) for ISDA CEO Scott O’Malia Opening Remarks at ISDA/SIFMA AMG Benchmark Strategies Forum

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Research Notes February 12, 2020

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

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derivatiViews February 5, 2020

Another Look at Pre-cessation

Back in December, we told the Financial Stability Board’s Official Sector Steering Group (FSB OSSG)... Read more

Documents (0) for Another Look at Pre-cessation

Press Releases February 5, 2020

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

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derivatiViews January 24, 2020

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

Documents (2) for New Letters on Pre-cessation Issues Welcome

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