EURIBOR reform FAQs
This Frequently Asked Questions (“FAQ”) document, which may be updated from time to time, contains... Read more EURIBOR reform FAQs
Tag: Benchmarks
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 ISDA Publishes Preliminary Results of Benchmark Fallbacks Consultation on Pre-cessation Issues
Documents (1) for ISDA Publishes Preliminary Results of Benchmark Fallbacks Consultation on Pre-cessation Issues
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 ISDA and AFME Respond to Technical Expert Group’s Interim Report on Climate Benchmarks
Documents (1) for ISDA and AFME Respond to Technical Expert Group’s Interim Report on Climate Benchmarks
The Road Ahead – IQ August 2019
As milestones go, a consultation on technical adjustments to fallback rates may not be the... Read more The Road Ahead - IQ August 2019
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Bloomberg Selected as Fallback Adjustment Vendor
ISDA today announced that Bloomberg Index Services Limited (BISL) has been selected to calculate and... Read more Bloomberg Selected as Fallback Adjustment Vendor
Documents (1) for Bloomberg Selected as Fallback Adjustment Vendor
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 ISDA Publishes Preliminary Results of Supplemental Benchmark Fallbacks Consultation
Documents (1) for ISDA Publishes Preliminary Results of Supplemental Benchmark Fallbacks Consultation
Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019
The ISDA Interest Rate Benchmarks Review analyzes the trading volumes of interest rate derivatives (IRD)... Read more Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019
Documents (1) for Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019
ISDA Response to IASB on Benchmark Reform
On June 17, 2019, ISDA responded to the International Accounting Standards Board’s (IASB) exposure draft... Read more ISDA Response to IASB on Benchmark Reform
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Documents (1) for ISDA’s response to the Canadian Securities Administrators (CSA) proposed National Instrument 25-102 Designated Benchmarks and Benchmark Administrators and a related proposed companion policy.
Benchmarks and Accounting
As awareness of benchmark reform has increased, so too has understanding of the various issues.... Read more Benchmarks and Accounting