Asset Classes September 29, 2023 Infrastructure ISDA Guidance – Delayed Publication of the September 2023 Level...
Research Notes September 14, 2023 Research Interest Rate Derivatives Trading Activity Reported in EU, UK and...
derivatiViews | April 27, 2023 Updating Term SOFR It’s just 65 days until the final five US dollar LIBOR settings cease to exist... Read more Updating Term SOFR Tags: Benchmarks, IBOR, LIBOR Transition, SOFR, Term SOFR Documents (0) for Updating Term SOFR
Research Notes | March 15, 2023 Progress on Global Transition to RFRs in Derivatives Markets This paper examines the progress made on the global transition to risk-free rates (RFRs). Specifically,... Read more Progress on Global Transition to RFRs in Derivatives Markets Tags: Benchmarks, Derivatives, Risk-free Rates (RFRs), SOFR Documents (1) for Progress on Global Transition to RFRs in Derivatives Markets Progress on Global Transition to RFRs in Derivatives Markets(pdf) will open in a new tab or window
Speeches & testimony | June 22, 2022 Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks Benchmark Strategies Forum June 22, 2022 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O'Malia Opening Remarks Tags: Benchmark Fallbacks, Benchmarks, IBOR, LIBOR, Risk-free Rates (RFRs), SOFR Documents (1) for Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks Benchmark Strategies Forum - Latest Developments in the Move Away from LIBOR - Scott O'Malia Opening Remarks(pdf) will open in a new tab or window
Tax & Accounting | June 14, 2022 ISDA Responds to FASB on Exposure Draft On June 6, 2022, ISDA submitted a comment letter to the Financial Accounting Standards Board... Read more ISDA Responds to FASB on Exposure Draft Tags: Benchmarks, Financial Accounting Standards Board (FASB), IBOR, SOFR Documents (1) for ISDA Responds to FASB on Exposure Draft ISDA Responds to FASB on Exposure Draft(pdf) will open in a new tab or window
Asset Classes | April 8, 2022 ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps The purpose of this Market Practice Note is to recommend an approach to the calendars... Read more ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps Tags: Interest Rate Derivatives, Market Practice, SOFR Documents (1) for ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps Market Practice Note - Effective Date for SOFR transactions 040822(pdf) will open in a new tab or window
Tax & Accounting | April 4, 2018 ISDA Responds to the FASB’s Proposal on SOFR ISDA’s Accounting Committee supports the Financial Accounting Standards Board’s (FASB) actions to add the secured... Read more ISDA Responds to the FASB’s Proposal on SOFR Tags: Benchmarks, Financial Accounting Standards Board (FASB), SOFR Documents (1) for ISDA Responds to the FASB’s Proposal on SOFR ISDA SOFR OIS Comment Letter(pdf) will open in a new tab or window