Benchmarks Archives | Page 3 of 8 | International Swaps and Derivatives Association

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Tag: Benchmarks

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) for ISDA Publishes Consultation on Final Parameters for Benchmark Fallback Adjustments

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

Documents (1) for EURIBOR reform FAQs

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

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

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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) for ISDA and AFME Respond to Technical Expert Group’s Interim Report on Climate Benchmarks

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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) for The Road Ahead – IQ August 2019

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) for Bloomberg Selected as Fallback Adjustment Vendor

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) 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

Interest Rate Benchmark Reform June 17 2019(pdf) will open in a new tab or window

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.

NI 25-102 Comment Letter(pdf) will open in a new tab or window