Benchmarks Archives | Page 3 of 9 | International Swaps and Derivatives Association

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Tag: Benchmarks

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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derivatiViews | February 5, 2020

Another Look at Pre-cessation

Back in December, we told the Financial Stability Board’s Official Sector Steering Group (FSB OSSG)... Read more

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Press Releases | February 5, 2020

ISDA to Re-consult on Pre-cessation Fallbacks

ISDA has announced that it will re-consult on how to implement pre-cessation fallbacks. Based on... Read more

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derivatiViews | January 24, 2020

New Letters on Pre-cessation Issues Welcome

There’s been a lot of debate recently about whether and how pre-cessation fallbacks should apply... Read more

Documents (2) for New Letters on Pre-cessation Issues Welcome

Research Notes | January 21, 2020

Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more

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Asset Classes | December 20, 2019

ICE Swap Rate – December 24 and December 31, 2019

ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more

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derivatiViews | December 19, 2019

2020 Looming Large

It has sometimes felt like there’s barely been time to pause and take a breath... Read more

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Press Releases | December 18, 2019

ISDA launches Consultation on Fallbacks for Euro LIBOR and EURIBOR

ISDA has launched a supplemental consultation on the spread and term adjustments that would apply... Read more

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Press Releases | November 15, 2019

ISDA Publishes Results of Consultation on Final Parameters for Benchmark Fallback Adjustments

ISDA has today published a report that summarizes responses to a consultation on the final... Read more

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