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
Tag: SOFR
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
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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
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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
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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