Benchmarks Archives | Page 2 of 7 | International Swaps and Derivatives Association

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Tag: Benchmarks

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)

ISDA IBOR reform - DEA - Invitation to comment(pdf) will open in a new tab or window

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

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Scott O'Malia Opening Remarks(pdf) will open in a new tab or window

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)

Consultation on Final Parameters for Spread and Term Adjustments in Benchmark Fallbacks(pdf) will open in a new tab or window

Asset Classes | September 10, 2019

EURIBOR reform FAQs

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

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

ISDA Annual Legal Forum

The ISDA Annual Legal Forum is the premier event for derivatives lawyers globally. Featuring... Read more

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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)

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)

TEG climate benchmarks - ISDA AFME Response(pdf) will open in a new tab or window

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)

IQ ISDA Quarterly August 2019(pdf) will open in a new tab or window

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)

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

Press Releases | July 30, 2019

ISDA Publishes Preliminary Results of Supplemental Benchmark Fallbacks Consultation

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

Documents (1)

Preliminary Results of Supplemental Consultation Press Release(pdf) will open in a new tab or window