Benchmarks – Page 19 – International Swaps and Derivatives Association

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Tag: Benchmarks

Speeches & testimony | May 29, 2019

The Industry Road Map

ISDA/Bloomberg Benchmark Regulation and Migration Conference, Hong Kong The Industry Road Map Scott O’Malia, ISDA... Read more

Documents (1) for The Industry Road Map

Industry Road Map Final(pdf) will open in a new tab or window

derivatiViews | May 29, 2019

Another Step to Benchmark Fallbacks

Efforts to prepare for the use of risk-free rates (RFRs) as an alternative to LIBOR... Read more

Documents (0) for Another Step to Benchmark Fallbacks

Press Releases | May 16, 2019

ISDA Publishes Two Consultations on Benchmark Fallbacks

ISDA has launched two new consultations on benchmark fallbacks – one covering adjustments that would... Read more

Documents (1) for ISDA Publishes Two Consultations on Benchmark Fallbacks

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Research Notes | April 26, 2019

Interest Rate Benchmarks Review: First Quarter of 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of over-the-counter (OTC) interest rate derivatives... Read more

Documents (1) for Interest Rate Benchmarks Review: First Quarter of 2019

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Press Releases | February 4, 2019

ISDA Issues Request for Proposal for Fallback Spread Vendor Role

ISDA today issued a request for proposal (RFP) for an independent service provider to calculate... Read more

Documents (1) for ISDA Issues Request for Proposal for Fallback Spread Vendor Role

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Research Notes | January 29, 2019

Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 2018

This report provides an analysis of trading volumes of interest rate derivatives (IRD) transactions in... Read more

Documents (1) for Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 2018

Benchmarks Full Year 2018(pdf) will open in a new tab or window

Webcasts & videos | January 28, 2019

Recording: ISDA Call: ISDA IBOR Fallbacks: The Role of a Vendor

ISDA is currently undertaking work to amend the 2006 ISDA Definitions to implement fallbacks for... Read more

Documents (1) for Recording: ISDA Call: ISDA IBOR Fallbacks: The Role of a Vendor

ISDA IBOR Fallbacks - Spread and Term Adjustments - Vendor Presentation(pdf) will open in a new tab or window

Speeches & testimony | January 16, 2019

ISDA CEO Scott O’Malia Guest Remarks at Exchequer Club Luncheon in Washington, DC

Exchequer Club Luncheon Mayflower Hotel, Palm Court Ballroom, Washington, DC January 16, 2019 Scott O’Malia,... Read more

Documents (1) for ISDA CEO Scott O’Malia Guest Remarks at Exchequer Club Luncheon in Washington, DC

Exchequer Club Speech(pdf) will open in a new tab or window

Press Releases | December 20, 2018

ISDA Publishes Final Results of Benchmark Fallbacks Consultation

ISDA has today published a report summarizing the final results of a consultation on technical... Read more

Documents (1) for ISDA Publishes Final Results of Benchmark Fallbacks Consultation

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Press Releases | December 10, 2018

ISDA Publishes 2018 Benchmarks Supplement Protocol

ISDA has today published the ISDA 2018 Benchmarks Supplement Protocol, intended to help market participants... Read more

Documents (1) for ISDA Publishes 2018 Benchmarks Supplement Protocol

ISDA Publishes ISDA Benchmarks Supplement Protocol FINAL2(pdf) will open in a new tab or window