ISDA IBOR Derivative Fallbacks: May 2019 Consultations

Last week, ISDA launched two market-wide consultations on benchmark fallbacks – one covering adjustments that would apply to fallback rates in the event certain interbank offered rates (IBORs) are permanently discontinued, and another relating to pre-cessation issues for LIBOR and certain other IBORs.

Today, ISDA published a webinar describing the consultations and featuring remarks from David Bowman of the US Federal Reserve Board and Edwin Schooling Latter of the UK Financial Conduct Authority.

The consultations, webinar and other related materials are available here. As a reminder, responses are due by July 12, 2019.  This date will not be extended.

Watch: ISDA IBOR Derivative Fallbacks: May 2019 Consultations

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...