New IBOR Fallbacks Take Effect for Derivatives
New fallbacks for derivatives linked to key interbank offered rates (IBORs) have come into effect... Read more New IBOR Fallbacks Take Effect for Derivatives
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
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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
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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
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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
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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
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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
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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
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ISDA Publishes Consultation on Benchmark Fallbacks
The International Swaps and Derivatives Association, Inc. (ISDA) has launched a market-wide consultation on technical... Read more ISDA Publishes Consultation on Benchmark Fallbacks
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The Steps to Benchmark Reform
The reforms to interest rate benchmarks will have a big impact across financial markets, from... Read more The Steps to Benchmark Reform