IBOR – International Swaps and Derivatives Association

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Tag: IBOR

Press Releases | January 25, 2021

New IBOR Fallbacks Take Effect for Derivatives

New fallbacks for derivatives linked to key interbank offered rates (IBORs) have come into effect... Read more

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Press Releases | October 23, 2020

ISDA Launches IBOR Fallbacks Supplement and Protocol

ISDA has today launched the IBOR Fallbacks Supplement and IBOR Fallbacks Protocol, marking a major... Read more

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Press Releases | October 9, 2020

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

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Press Releases | July 29, 2020

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

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Benchmarks | June 2, 2020

Factsheet: Understanding IBOR Benchmark Fallbacks

Benchmark fallbacks are replacement rates that would apply to derivatives trades referencing a particular benchmark.... Read more

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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

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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

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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

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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