Tag: Risk-free Rates

Documents (1) for Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 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

Documents (1) for ISDA, AFME, ICMA, SIFMA and SIFMA AMG Publish Global Benchmark Report

ISDA, AFME, ICMA, SIFMA and SIFMA AMG Launch Benchmark Transition Roadmap

ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and... Read more ISDA, AFME, ICMA, SIFMA and SIFMA AMG Launch Benchmark Transition Roadmap

Documents (1) for ISDA, AFME, ICMA, SIFMA and SIFMA AMG Launch Benchmark Transition Roadmap

Information on the TOIS-SARON Transition

November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,... Read more Information on the TOIS-SARON Transition

Documents (1) for ISDA to Produce Comprehensive Analysis and Global Roadmap on Benchmarks Transition