Benchmarks – Page 2 – International Swaps and Derivatives Association

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Benchmarks

Benchmark Reform and Transition from LIBOR InfoHub

**NEW** ISDA Webinar: “CAD CDOR Cessation” (click for presentation and recording) This page will be… Read more Benchmark Reform and Transition from LIBOR InfoHub

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Benchmarks | January 10, 2020

Benchmark Fallbacks

Interbank Offered Rates (IBORs), a series of interest rate benchmarks, are undergoing a period of... Read more

Documents (0) for Benchmark Fallbacks

Benchmarks | December 18, 2019

December 2019 Benchmark Fallbacks Supplemental Consultation

Supplemental Consultation on Spread and Term Adjustments, including Final Parameters thereof, for Fallbacks in Derivatives... Read more

Documents (0) for December 2019 Benchmark Fallbacks Supplemental Consultation

Benchmarks | December 4, 2019

ISDA Letter to FSB OSSG on Pre-Cessation Issues

ISDA has submitted a letter to the Financial Stability Board’s Official Sector Steering Group (FSB... Read more

Documents (1) for ISDA Letter to FSB OSSG on Pre-Cessation Issues

December 2019 Letter to the FSB OSSG - FINAL(pdf) will open in a new tab or window

Benchmarks | September 18, 2019

September 2019 Consultation on Final Parameters

This consultation sought input on the final parameters related for the adjustments that will apply... Read more

Documents (0) for September 2019 Consultation on Final Parameters

Benchmarks | September 10, 2019

Supplement to the “Plain English” Disclosures for Derivatives Referencing LIBOR and other IBORs

The below information supplements the “plain English” disclosures available on the CFTC’s website. The information... Read more

Documents (0) for Supplement to the “Plain English” Disclosures for Derivatives Referencing LIBOR and other IBORs

Benchmarks | May 16, 2019

May 2019 Benchmark Fallbacks Consultations

Supplemental Consultation on Spread and Term Adjustments for Fallbacks in Derivatives Referencing USD LIBOR, CDOR... Read more

Documents (0) for May 2019 Benchmark Fallbacks Consultations

Benchmarks | April 11, 2019

ISDA Letter to the FSB OSSG – Update on Fallbacks for Derivatives

This week ISDA wrote a letter to the co-chairs of the FSB Official Sector Steering... Read more

Documents (1) for ISDA Letter to the FSB OSSG – Update on Fallbacks for Derivatives

April 2019 Letter to FSB OSSG(pdf) will open in a new tab or window

Benchmarks | February 28, 2019

Timeline for Implementation of IBOR Fallbacks

Updated February 2019

Documents (1) for Timeline for Implementation of IBOR Fallbacks

Timeline for Implementation of IBOR Fallbacks -Updated February 2019(pdf) will open in a new tab or window

Benchmarks | January 22, 2019

Benchmark Working Group Minutes

Documents (1) for Benchmark Working Group Minutes

ISDA Benchmark Working Group Minutes(zip) will open in a new tab or window

Benchmarks | December 20, 2018

2018 Benchmark Fallbacks Consultation

This consultation sought input on the approach for addressing certain technical issues associated with adjustments that... Read more

International Swaps and Derivatives Association