Asset Classes | June 6, 2018 Discontinuation of EURIBOR Tenors Following the announcement by EMMI on June 6, 2018 that, with effect from December 3, 2018, it... Read more Discontinuation of EURIBOR Tenors Tags: Benchmarks, EURIBOR, Europe, Interest Rate Derivatives Documents (0) for Discontinuation of EURIBOR Tenors
Speeches & testimony | May 15, 2018 Overview of Benchmark Reform Initiatives Benchmark Regulation and Transition, Hong Kong Opening Comments and Overview of Benchmark Reform Initiatives Scott... Read more Overview of Benchmark Reform Initiatives Tags: Benchmarks Documents (1) for Overview of Benchmark Reform Initiatives Overview of Benchmark Reform Initiatives May 15 2018(pdf) will open in a new tab or window
Asset Classes | April 23, 2018 SONIA reform FAQs and publication of GBP-SONIA-Compound Click here to view the SONIA reform frequently asked questions (FAQ) document, or download the... Read more SONIA reform FAQs and publication of GBP-SONIA-Compound Tags: Benchmarks, Interest Rate Derivatives, UK Documents (2) for SONIA reform FAQs and publication of GBP-SONIA-Compound FAQs - SONIA reform(pdf) will open in a new tab or window Supplement number 55 to the 2006 ISDA Definitions(pdf) will open in a new tab or window
IQ | April 23, 2018 An Eye to the Future – IQ April 2018 It’s not possible to predict the future with any certainty. In this ISDA annual general... Read more An Eye to the Future - IQ April 2018 Tags: Benchmarks, Brexit, Capital, Technology Documents (1) for An Eye to the Future – IQ April 2018 IQ ISDA Quarterly April 2018(pdf) will open in a new tab or window
Tax & Accounting | April 4, 2018 ISDA Responds to the FASB’s Proposal on SOFR ISDA’s Accounting Committee supports the Financial Accounting Standards Board’s (FASB) actions to add the secured... Read more ISDA Responds to the FASB’s Proposal on SOFR Tags: Benchmarks, Financial Accounting Standards Board (FASB), SOFR Documents (1) for ISDA Responds to the FASB’s Proposal on SOFR ISDA SOFR OIS Comment Letter(pdf) will open in a new tab or window
derivatiViews | March 12, 2018 Get Engaged on Benchmark Reform When it comes to benchmark reform, our message is simple: get engaged and mobilize your... Read more Get Engaged on Benchmark Reform Tags: Benchmark Fallbacks, Benchmarks, Global, Risk-free Rates (RFRs) Documents (0) for Get Engaged on Benchmark Reform
derivatiViews | February 5, 2018 The $370 Trillion Benchmark Challenge The transition from interbank offered rates, or IBORs, to new alternative risk-free rates (RFRs) has... Read more The $370 Trillion Benchmark Challenge Tags: Benchmarks, Global, Risk-free Rates (RFRs) Documents (0) for The $370 Trillion Benchmark Challenge
Press Releases | February 1, 2018 ISDA, AFME, ICMA, SIFMA and SIFMA AMG Launch Benchmark Transition Roadmap ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and... Read more ISDA, AFME, ICMA, SIFMA and SIFMA AMG Launch Benchmark Transition Roadmap Tags: Benchmarks, Global, LIBOR, Risk-free Rates (RFRs) Documents (1) for ISDA, AFME, ICMA, SIFMA and SIFMA AMG Launch Benchmark Transition Roadmap Benchmark Transition Roadmap Press Release(pdf) will open in a new tab or window
Asset Classes | December 21, 2017 Information on the TOIS-SARON Transition November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,... Read more Information on the TOIS-SARON Transition Tags: Benchmarks, Interest Rate Derivatives, Risk-free Rates (RFRs), Switzerland Documents (2) for Information on the TOIS-SARON Transition Form of TOIS-SARON bilateral amendment agreement(docx) will open in a new tab or window FAQs - TOIS-SARON(pdf) will open in a new tab or window
derivatiViews | December 13, 2017 Now is the Time to Think About Benchmarks With everything going on – implementation of MIFID II, Brexit negotiations and publication of the... Read more Now is the Time to Think About Benchmarks Tags: Benchmarks, Risk-free Rates (RFRs) Documents (0) for Now is the Time to Think About Benchmarks