Benchmarks Archives | Page 2 of 9 | International Swaps and Derivatives Association

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Tag: Benchmarks

Europe | May 5, 2020

ISDA Response to EC’s Consultation on Draft Equivalence Decision for Financial Benchmarks in Japan

On May 4, 2020, ISDA and the FIA submitted their response in relation to the... Read more

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Research Notes | April 22, 2020

Interest Rate Benchmarks Review: First Quarter of 2020

In the first quarter of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more

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Press Releases | April 15, 2020

ISDA Announces Preliminary Results of Consultation on Pre-cessation Fallbacks for LIBOR

ISDA has today announced preliminary results of its consultation on the implementation of pre-cessation fallbacks... Read more

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Europe | April 14, 2020

Joint Associations Letter to ESMA on Climate Benchmarks

ISDA, along with the Association for Financial Markets in Europe, the European Federation of Energy... Read more

Documents (1) for Joint Associations Letter to ESMA on Climate Benchmarks

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Asset Classes | March 30, 2020

Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published

Supplement 64 to the 2006 ISDA Definitions has been published today, March 30, 2020 to... Read more

Documents (0) for Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published

Press Releases | February 25, 2020

ISDA Launches New Consultation on Pre-cessation Fallbacks

The International Swaps and Derivatives Association, Inc. (ISDA) has launched a new consultation on how... Read more

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Press Releases | February 24, 2020

ISDA Publishes Results of Consultation on Fallbacks for Derivatives Referencing Euro LIBOR and EURIBOR

The International Swaps and Derivatives Association, Inc. (ISDA) has today published a statement summarizing responses to... Read more

Documents (1) for ISDA Publishes Results of Consultation on Fallbacks for Derivatives Referencing Euro LIBOR and EURIBOR

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ISDA Collateral Agreement Interest Rate Definitions

The ISDA Collateral Agreement Interest Rate Definitions enable parties to include standardised definitions relating to... Read more

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ISDA Collateral Agreement Interest Rate Definitions (pdf)

Speeches & testimony | February 12, 2020

ISDA CEO Scott O’Malia Opening Remarks at ISDA/SIFMA AMG Benchmark Strategies Forum

ISDA/SIFMA AMG Benchmark Strategies Forum February 12, 2020 Opening Remarks Scott O’Malia, ISDA Chief Executive... Read more

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Research Notes | February 12, 2020

Adoption of Risk-Free Rates: Major Developments in 2020

Transition from LIBOR and other interbank offered rates (IBORs) to alternative risk-free rates (RFRs) is... Read more

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