Please view this page via Chrome to access the recording.
With hundreds of trillions of dollars in derivatives, bonds, loans and mortgages linked to LIBOR, shifting to alternative rates is one of the biggest structural changes financial markets have ever faced. In this episode, Frances Hinden, vice president for treasury operations at Shell and vice chair of the Working Group on Sterling Risk-Free Reference Rates, and Tom Wipf, vice chairman of institutional securities at Morgan Stanley and chairman of the Alternative Reference Rates Committee, describe what firms need to do and the major milestones that must be met to ensure a smooth transition.
Latest
Next Steps on a Much Improved Basel III Endgame
Publication of the revised Basel III endgame proposal earlier this month marks an important step towards completion of the global capital reforms, giving banks much-needed clarity on the likely calibration of the rules in the US. The new proposal is...
Paper on Market Integration Plans
On March 20, ISDA shared its position paper on better regulation and supervision within the European Commission’s (EC) Market Integration and Supervision Package (MISP) proposal with decision makers in the European Parliament, the Council of the European Union and the...
Gentek AI Selected to Develop DRR Traceability
ISDA has selected Gentek AI to develop a new traceability tool for the ISDA Digital Regulatory Reporting (DRR) solution, enhancing transparency for users of the ISDA DRR. The traceability tool will allow users to look back at the history of...
ISDA Guidance: SOFR Publication on Good Friday 2026
ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on Good Friday in 2026. Please note that the guidance may be updated from time to time.
