Benchmarks – Page 19 – International Swaps and Derivatives Association

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Tag: Benchmarks

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

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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

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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

Interest Rate | September 10, 2019

EURIBOR reform FAQs

This Frequently Asked Questions (“FAQ”) document, which may be updated from time to time, contains... Read more

Documents (1) for EURIBOR reform FAQs

ISDA EURIBOR reform FAQs -10 Sept(pdf) will open in a new tab or window

Press Releases | August 9, 2019

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

ISDA has today published a statement summarizing the preliminary results of a consultation on pre-cessation... Read more

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

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

Europe | August 7, 2019

ISDA and AFME Respond to Technical Expert Group’s Interim Report on Climate Benchmarks

ISDA and AFME have responded to the European Commission’s feedback consultation on climate benchmarks and... Read more

Documents (1) for ISDA and AFME Respond to Technical Expert Group’s Interim Report on Climate Benchmarks

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IQ | August 5, 2019

The Road Ahead – IQ August 2019

As milestones go, a consultation on technical adjustments to fallback rates may not be the... Read more

Documents (1) for The Road Ahead – IQ August 2019

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Press Releases | July 31, 2019

Bloomberg Selected as Fallback Adjustment Vendor

ISDA today announced that Bloomberg Index Services Limited (BISL) has been selected to calculate and... Read more

Documents (1) for Bloomberg Selected as Fallback Adjustment Vendor

Fallback Adjustment Vendor Selection Press Release(pdf) will open in a new tab or window