IBOR Q&A Calls
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Date | Title of Event | Region |
June 23, 2023 | ISDA IBOR Fallbacks Q&A Call #7
Synthetic LIBOR |
Online |
June 9, 2023 | ISDA IBOR Fallbacks Q&A Call #6
LMA/LSTA – loan hedging questions Absence of fallbacks Effective date of fallbacks Determination of Original IBOR Rate Record Day Fallbacks for certain non-vanilla swaps Interpolation of term SOFR |
Online |
June 2, 2023 | ISDA IBOR Fallbacks Q&A Call #5 (Slides #5.1)/(Slides #5.2)
Swap rate fallbacks Fallbacks for USD LIBOR swaps with reset dates on and immediately after 30 June 2023 |
Online |
May 19, 2023 | ISDA IBOR Fallbacks Q&A Call #4 (Slides)
Application of fallbacks to a basic fixed-float swap referencing 3-month USD LIBOR |
Online |
May 5, 2023 | ISDA IBOR Fallbacks Q&A Call #3 (Slides)
Linear interpolation Fallbacks for certain non-vanilla swaps Accrual periods Absence of fallbacks |
Online |
April 28, 2023 | ISDA IBOR Fallbacks Q&A Call #2
Navigation of Bloomberg screens |
Online |
April 21, 2023 | ISDA IBOR Fallbacks Q&A Call #1
Calculation/publication/observation of fallback rates IBOR Fallbacks Protocol |
Online |
Past Events | ||
Date | Title of Event | Region |
June 15, 2023 | Webinar: End of CARR’s Stage 1 Transition from CDOR to CORRA | Online |
April 13, 2023 | Webinar: USD LIBOR Final Steps (click for presentation and recording) | Online |
October 21, 2021 | Webinar: Documentation from ISDA, LSTA and LMA (webinar recording and slide presentation) | Online |
June 23, 2021 | Webinar: ISDA Consultation on Fallbacks for GBP LIBOR® ICE Swap Rate® & USD LIBOR® ICE Swap Rate® (webinar recording and slide presentation) | Online |
June 3, 2021 | Benchmark Strategies Forum: Part II (Recording Available Until July 30, 2021) | Online |
December 4, 2020 | ISDA Webinar: The Path Forward for LIBOR (webinar recording and full transcript) | Online |
October 23, 2020 | ISDA IBOR Fallbacks Webinar Series | Online |
September 18, 2020 | Webinar Recording: Collateral Changes for US Dollar and Euro Derivatives (GoToWebinar recording and slide presentation) | Online |
September 16, 2020 | AcadiaSoft Podcast: Leaving Libor: The Road to Risk Free Rates | Online |
August 12, 2020 | American Banker Bankshot Podcast: Libor is out, but SOFR isn’t quite in | Online |
July 15, 2020 | Webinar Recording: Interest Rate Benchmark Reform: Impact on Accounting under IFRS | Online |
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