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 ISDA-Clarus RFR Adoption Indicator: June 2020
Tag: Benchmarks
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 ISDA Launches Risk-free Rate Adoption Indicator
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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 Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020
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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 Bloomberg Begins Publishing Calculations Related to IBOR Fallbacks
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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 Interest Rate Benchmark Reform: Impact on Accounting under IFRS
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Reforming the EU BMR
There’s been a lot of recent attention on LIBOR and other interbank offered rates, but... Read more Reforming the EU BMR
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ISDA, ASIFMA, FIA and GFXD Publish EU Benchmarks Regulation Review Recommendations
The International Swaps and Derivatives Association, Inc. (ISDA), the Asia Securities Industry and Financial Markets... Read more ISDA, ASIFMA, FIA and GFXD Publish EU Benchmarks Regulation Review Recommendations
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Tackling Tough Legacy
How to handle ‘tough legacy’ LIBOR contracts that are all but impossible to amend or... Read more Tackling Tough Legacy
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ISDA Standardized Approaches benchmarking for FRTB-SA, SA-CCR and CVA
ISDA benchmarking of standardized approaches (SA) helps firms and regulators achieve consistent and accurate implementation... Read more ISDA Standardized Approaches benchmarking for FRTB-SA, SA-CCR and CVA
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ISDA response to ESMA’s Consultation Paper on Draft regulatory technical standards under the Benchmarks Regulation
On June 8, ISDA submitted a response to the European Securities and Markets Authority (ESMA)... Read more ISDA response to ESMA's Consultation Paper on Draft regulatory technical standards under the Benchmarks Regulation