Guidance for parties regarding the determination of Relevant Rates for certain Floating Rate Options for transactions for which August 28, 2013 is a Reset Date in light of the announcement by the British Bankers’ Association (“BBA”) on April 2, 2013 that it would no longer publish euro LIBOR rates on UK bank holidays.
Documents (1) for Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
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ISDA/IIB/SIFMA request to extend 22-14
This joint ISDA/IIB/SIFMA letter requests reporting relief for certain non-US swap dealers in Australia, Canada, the European Union, Japan, Switzerland or the United Kingdom with respect to their swaps with non-US persons. The joint trade association letter, submitted to CFTC...
ISDA In Review – March 2025
A compendium of links to new documents, research papers, press releases and comment letters published by ISDA in March 2025.
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.
A Positive Step to Improve the FRTB in the EU
As the Basel III capital reforms are finalized for implementation in key jurisdictions, ISDA is maintaining a laser focus on making sure the rules are robust and risk-appropriate. Simply put, if capital requirements are set disproportionately high, this will have...