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 ISDA Board Statement on Adherence to the IBOR Fallback Protocol Tags: Benchmark Fallbacks, Benchmarks, IBOR, Protocols Documents (1) for ISDA Board Statement on Adherence to the IBOR Fallback Protocol ISDA Board Statement on Adherence to the IBOR Fallback Protocol(pdf) will open in a new tab or window
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 Factsheet: Understanding IBOR Benchmark Fallbacks Tags: Benchmark Fallbacks, IBOR Documents (1) for Factsheet: Understanding IBOR Benchmark Fallbacks Understanding Benchmarks Factsheet(pdf) will open in a new tab or window
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 ISDA and Related Workstreams: Interest Rate Reform Tags: Benchmark Fallbacks, IBOR, Risk-free Rates (RFRs) Documents (0) for ISDA and Related Workstreams: Interest Rate Reform
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 2018 Benchmark Fallbacks Consultation Tags: Benchmark Fallbacks, IBOR, LIBOR 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 Interbank Offered Rate (IBOR) Fallbacks for 2006 ISDA Definitions Tags: Benchmark Fallbacks, IBOR, LIBOR 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 ISDA Publishes Consultation on Benchmark Fallbacks Tags: Benchmark Fallbacks, Benchmarks, IBOR Documents (1) for ISDA Publishes Consultation on Benchmark Fallbacks ISDA Publishes Consultation on Benchmark Fallbacks(pdf) will open in a new tab or window
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 The Steps to Benchmark Reform Tags: Benchmarks, IBOR Documents (0) for The Steps to Benchmark Reform
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 IBOR Global Benchmark Transition Report Tags: IBOR, LIBOR, Risk-free Rates (RFRs) Documents (1) for IBOR Global Benchmark Transition Report IBOR Transition Report(pdf) will open in a new tab or window
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 ISDA, AFME, ICMA, SIFMA and SIFMA AMG Publish Global Benchmark Report Tags: Benchmarks, IBOR, LIBOR, Risk-free Rates (RFRs) Documents (1) for ISDA, AFME, ICMA, SIFMA and SIFMA AMG Publish Global Benchmark Report Benchmark Transition Report Press Release(pdf) will open in a new tab or window