Benchmarks – Page 20 – International Swaps and Derivatives Association

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Tag: Benchmarks

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) for ISDA Publishes Preliminary Results of Supplemental Benchmark Fallbacks Consultation

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Research Notes | July 22, 2019

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

Documents (1) for Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019

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Tax & Accounting | June 19, 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

Documents (1) for ISDA Response to IASB on Benchmark Reform

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North America | June 12, 2019

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.

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.

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derivatiViews | June 10, 2019

Benchmarks and Accounting

As awareness of benchmark reform has increased, so too has understanding of the various issues.... Read more

Documents (0) for Benchmarks and Accounting

Speeches & testimony | May 29, 2019

The Industry Road Map

ISDA/Bloomberg Benchmark Regulation and Migration Conference, Hong Kong The Industry Road Map Scott O’Malia, ISDA... Read more

Documents (1) for The Industry Road Map

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derivatiViews | May 29, 2019

Another Step to Benchmark Fallbacks

Efforts to prepare for the use of risk-free rates (RFRs) as an alternative to LIBOR... Read more

Documents (0) for Another Step to Benchmark Fallbacks

Press Releases | May 16, 2019

ISDA Publishes Two Consultations on Benchmark Fallbacks

ISDA has launched two new consultations on benchmark fallbacks – one covering adjustments that would... Read more

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Research Notes | April 26, 2019

Interest Rate Benchmarks Review: First Quarter of 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of over-the-counter (OTC) interest rate derivatives... Read more

Documents (1) for Interest Rate Benchmarks Review: First Quarter of 2019

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Press Releases | February 4, 2019

ISDA Issues Request for Proposal for Fallback Spread Vendor Role

ISDA today issued a request for proposal (RFP) for an independent service provider to calculate... Read more

Documents (1) for ISDA Issues Request for Proposal for Fallback Spread Vendor Role

IBOR Fallback Admin RFP - Press Release(pdf) will open in a new tab or window