Adoption of Risk-Free Rates: Major Developments in 2020
Transition from LIBOR and other interbank offered rates (IBORs) to alternative risk-free rates (RFRs) is... Read more Adoption of Risk-Free Rates: Major Developments in 2020
Tag: Benchmark Fallbacks
ISDA and Related Workstreams: Interest Rate Reform
The following table identifies various key ISDA workstreams relating to the reform of interbank offered... Read more ISDA and Related Workstreams: Interest Rate Reform
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Another Look at Pre-cessation
Back in December, we told the Financial Stability Board’s Official Sector Steering Group (FSB OSSG)... Read more Another Look at Pre-cessation
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ISDA to Re-consult on Pre-cessation Fallbacks
ISDA has announced that it will re-consult on how to implement pre-cessation fallbacks. Based on... Read more ISDA to Re-consult on Pre-cessation Fallbacks
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New Letters on Pre-cessation Issues Welcome
There’s been a lot of debate recently about whether and how pre-cessation fallbacks should apply... Read more New Letters on Pre-cessation Issues Welcome
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ISDA launches Consultation on Fallbacks for Euro LIBOR and EURIBOR
ISDA has launched a supplemental consultation on the spread and term adjustments that would apply... Read more ISDA launches Consultation on Fallbacks for Euro LIBOR and EURIBOR
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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 ISDA Letter to FSB OSSG on Pre-Cessation Issues
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ISDA Publishes Results of Consultation on Final Parameters for Benchmark Fallback Adjustments
ISDA has today published a report that summarizes responses to a consultation on the final... Read more ISDA Publishes Results of Consultation on Final Parameters for Benchmark Fallback Adjustments
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ISDA Publishes Report Summarizing Results of Benchmark Fallbacks Consultation on Pre-cessation Issues
ISDA has today published a report that summarizes responses to a consultation on pre-cessation issues... Read more ISDA Publishes Report Summarizing Results of Benchmark Fallbacks Consultation on Pre-cessation Issues
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ISDA Publishes Consultation on Final Parameters for Benchmark Fallback Adjustments
ISDA has today launched a new consultation to finalize the methodologies for the adjustments that... Read more ISDA Publishes Consultation on Final Parameters for Benchmark Fallback Adjustments