Understanding the New IBOR Fallbacks
On October 23, ISDA published a supplement to the 2006 ISDA Definitions that will introduce... Read more Understanding the New IBOR Fallbacks
Tag: IBOR
ISDA Launches IBOR Fallbacks Supplement and Protocol
ISDA has today launched the IBOR Fallbacks Supplement and IBOR Fallbacks Protocol, marking a major... Read more ISDA Launches IBOR Fallbacks Supplement and Protocol
Documents (1) for ISDA Launches IBOR Fallbacks Supplement and Protocol
Understanding the New IBOR Fallbacks (Japan)
新しいIBOR のフォールバック条項を学ぶ
このコンファレンスは日本語で行われます。資料は英語または日本語です。This conference will be conducted in Japanese. 10月23日、ISDAは2006年版定義集の追加条項であるサプルメントを広く公開しました。サプルメントは、LIBOR等の主要IBORを参照するデリバティブ契約に頑健なフォールバック条項を導入するもので、2021年1月25日以降に行われる2006年版定義集を参照する清算集中および非清算集中店頭デリバティブに適用されます。また、来年1月25日より前の既存契約について、批准した当事者間の契約に当該フォールバック条項を適用させるためのプロトコルを公表しました。本バーチャル・コンファレンスでは、サプルメントの適用とプロトコルの批准を考えるうえで重要なポイントについてご説明を行います。LIBOR参照のお取引がある市場参加者の方はぜひご参加ください。 On October 23, ISDA has launched... Read more Understanding the New IBOR Fallbacks (Japan)Understanding the New IBOR Fallbacks (APAC)
On October 23, ISDA has launched a supplement to the 2006 ISDA Definitions that will... Read more Understanding the New IBOR Fallbacks (APAC)
ISDA Board Statement on the IBOR Fallbacks Supplement and Protocol
ISDA today published a statement from its Board of Directors on the forthcoming launch of... Read more ISDA Board Statement on the IBOR Fallbacks Supplement and Protocol
Documents (1) for ISDA Board Statement on the IBOR Fallbacks Supplement and Protocol
ISDA Board Statement on Adherence to the IBOR Fallback Protocol
ISDA today published a statement from its Board of Directors on adherence to the forthcoming... Read more ISDA Board Statement on Adherence to the IBOR Fallback Protocol
Documents (1) for ISDA Board Statement on Adherence to the IBOR Fallback Protocol
Factsheet: Understanding IBOR Benchmark Fallbacks
Benchmark fallbacks are replacement rates that would apply to derivatives trades referencing a particular benchmark.... Read more Factsheet: Understanding IBOR Benchmark Fallbacks
Documents (1) for Factsheet: Understanding IBOR Benchmark Fallbacks
ISDA and Related Workstreams: Interest Rate Reform
The following table identifies various key ISDA workstreams relating to the reform of interbank offered... Read more ISDA and Related Workstreams: Interest Rate Reform
Documents (0) for ISDA and Related Workstreams: Interest Rate Reform
2018 Benchmark Fallbacks Consultation
This consultation sought input on the approach for addressing certain technical issues associated with adjustments that... Read more 2018 Benchmark Fallbacks Consultation
Documents (0) for 2018 Benchmark Fallbacks Consultation
Interbank Offered Rate (IBOR) Fallbacks for 2006 ISDA Definitions
Consultation on Certain Aspects of Fallbacks for Derivatives Referencing GBP LIBOR, CHF LIBOR, JPY LIBOR,... Read more Interbank Offered Rate (IBOR) Fallbacks for 2006 ISDA Definitions