IBOR Archives | International Swaps and Derivatives Association

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Tag: IBOR

ISDA Virtual Conference: Benchmark Reform Update

This is a pre-recorded Virtual Conference _______________ Recording available until June 15, 2020 This... Read more

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Benchmark Reform: Update on ISDA and Industry Initiatives

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Benchmarks | February 6, 2020

ISDA and Related Workstreams: Interest Rate Reform

The following table identifies various key ISDA workstreams relating to the reform of interbank offered... Read more

Documents (1) for ISDA and Related Workstreams: Interest Rate Reform

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Benchmarks | December 20, 2018

2018 Benchmark Fallbacks Consultation

This consultation sought input on the approach for addressing certain technical issues associated with adjustments that... Read more

Documents (0) for 2018 Benchmark Fallbacks Consultation

Benchmarks | July 12, 2018

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

Documents (0) for Interbank Offered Rate (IBOR) Fallbacks for 2006 ISDA Definitions

Press Releases | July 12, 2018

ISDA Publishes Consultation on Benchmark Fallbacks

The International Swaps and Derivatives Association, Inc. (ISDA) has launched a market-wide consultation on technical... Read more

Documents (1) for ISDA Publishes Consultation on Benchmark Fallbacks

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derivatiViews | July 4, 2018

The Steps to Benchmark Reform

The reforms to interest rate benchmarks will have a big impact across financial markets, from... Read more

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Benchmarks | June 25, 2018

IBOR Global Benchmark Transition Report

Interbank offered rates (IBORs) play a central role in financial markets, and act as reference... Read more

Documents (1) for IBOR Global Benchmark Transition Report

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Press Releases | June 25, 2018

ISDA, AFME, ICMA, SIFMA and SIFMA AMG Publish Global Benchmark Report

ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and... Read more

Documents (1) for ISDA, AFME, ICMA, SIFMA and SIFMA AMG Publish Global Benchmark Report

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