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
Tag: IBOR
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
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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
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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