Tag: Benchmarks

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

Documents (1) for Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020

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

Documents (1) for Bloomberg Begins Publishing Calculations Related to IBOR Fallbacks

Documents (1) for ISDA, ASIFMA, FIA and GFXD Publish EU Benchmarks Regulation Review Recommendations

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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Documents (1) for ISDA response to ESMA’s Consultation Paper on Draft regulatory technical standards under the Benchmarks Regulation

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