LIBOR – Page 5 – International Swaps and Derivatives Association

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Tag: LIBOR

derivatiViews | June 26, 2020

Tackling Tough Legacy

How to handle ‘tough legacy’ LIBOR contracts that are all but impossible to amend or... Read more

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Tax & Accounting | June 8, 2020

ISDA Responds on Tax Impact of LIBOR Withdrawal

On June 8, ISDA and UK Finance jointly wrote to HM Revenue & Customs (HMRC)... Read more

Documents (1) for ISDA Responds on Tax Impact of LIBOR Withdrawal

ISDA and UK Finance response to consultation re IBOR withdrawal(pdf) will open in a new tab or window

Webcasts & videos | June 3, 2020

Video Interview: Understanding Benchmark Fallbacks

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

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Webcasts & videos | October 12, 2018

Reference Rate Reform: Impact on the Economy and Consumers

The London Interbank Offered Rate (LIBOR) underpins trillions of dollars in mortgages, bonds, loans, and... Read more

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Webcasts & videos | September 17, 2018

Second ISDA IBOR Fallbacks Webinar

ISDA IBOR Fallbacks: Consultation on Certain Aspects of Fallbacks for Derivatives Frequently Asked Questions Explained In... Read more

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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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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

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

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

Webcasts & videos | May 18, 2018

ISDA CEO on CNBC Squawk Box: Discussing Transition Away from LIBOR

CNBC Squawk Box: Scott O’Malia, CEO at ISDA, says a method must be developed for... Read more