Benchmark Reform – Market Education/Webinars/Conferences

IBOR Q&A Calls
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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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...

Appropriate Capital Rules Critical for Markets

“Setting capital requirements for globally active banks is a fine balanc­ing act. As regulators learned during the global financial crisis, insuffi­cient capital creates vulnerabilities in the banking sector that can have damaging consequences in times of stress. However, if banks...