Tax & Accounting September 27, 2024 Risk & Capital ISDA Publishes Results of Survey on AT1 Treatment in DRM...
derivatiViews | March 5, 2021 LIBOR Cessation and the Impact on Fallbacks It’s long been clear that LIBOR can’t be relied upon after the end of 2021,... Read more LIBOR Cessation and the Impact on Fallbacks Tags: Benchmark Fallbacks, Benchmarks, LIBOR Documents (0) for LIBOR Cessation and the Impact on Fallbacks
Benchmarks | March 5, 2021 ISDA Guidance: UK FCA Announcement on the LIBOR Benchmarks ISDA has published guidance related to today’s announcement by the UK Financial Conduct Authority (FCA)... Read more ISDA Guidance: UK FCA Announcement on the LIBOR Benchmarks Tags: Benchmark Fallbacks, Benchmarks, LIBOR Documents (2) for ISDA Guidance: UK FCA Announcement on the LIBOR Benchmarks ISDA Guidance on FCA announcement LIBOR Future Cessation and Non-Representativeness - April Update(pdf) will open in a new tab or window ISDA Guidance on the UK FCA Announcement on the LIBOR Benchmarks Japanese Translation(pdf) will open in a new tab or window
Press Releases | March 5, 2021 ISDA Statement on UK FCA LIBOR Announcement ISDA has published the following statement in response to today’s announcement by the UK Financial... Read more ISDA Statement on UK FCA LIBOR Announcement Tags: Benchmark Fallbacks, Benchmarks, Legal, LIBOR Documents (1) for ISDA Statement on UK FCA LIBOR Announcement ISDA Statement on FCA LIBOR Announcement final(pdf) will open in a new tab or window
IQ | February 11, 2021 Going Green – IQ February 2021 In a year that began with the inauguration of a new US administration, the start... Read more Going Green - IQ February 2021 Tags: Benchmark Fallbacks, Benchmarks, ESG, Public Policy Documents (1) for Going Green – IQ February 2021 IQ ISDA Quarterly February 2021(pdf) will open in a new tab or window
Research Notes | February 10, 2021 ISDA-Clarus RFR Adoption Indicator: January 2021 ISDA-Clarus RFR Adoption Indicator was 10.0% in January, flat compared to the prior month. The... Read more ISDA-Clarus RFR Adoption Indicator: January 2021 Tags: Benchmarks, Interest Rate Derivatives, Risk-free Rates (RFRs) Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 2021 ISDA-Clarus RFR Adoption Indicator January 2021(pdf) will open in a new tab or window
Research Notes | January 28, 2021 Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020 The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020 Tags: Benchmarks, Interest Rate Derivatives, Risk-free Rates (RFRs) Documents (1) for Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020 Transition to RFRs Review Full Year 2020 and Q4 of 2020(pdf) will open in a new tab or window
derivatiViews | January 27, 2021 A Big Milestone for Benchmark Reform This week marked a major milestone for benchmark reform. On Monday, ISDA’s new fallbacks came... Read more A Big Milestone for Benchmark Reform Tags: Benchmark Fallbacks, Benchmarks, LIBOR Documents (0) for A Big Milestone for Benchmark Reform
Research Notes | January 14, 2021 ISDA-Clarus RFR Adoption Indicator: December 2020 The ISDA-Clarus RFR Adoption Indicator increased to 10.0% in December compared to 8.3% the prior... Read more ISDA-Clarus RFR Adoption Indicator: December 2020 Tags: Benchmarks, Interest Rate Derivatives, Risk-free Rates (RFRs) Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2020 ISDA-Clarus RFR Adoption Indicator December 2020(pdf) will open in a new tab or window
derivatiViews | January 14, 2021 Countdown to New Fallbacks More than 5,900 entities across roughly 70 jurisdictions have so far adhered to an ISDA... Read more Countdown to New Fallbacks Tags: Benchmark Fallbacks, Benchmarks Documents (0) for Countdown to New Fallbacks
The Swap | December 15, 2020 Episode 5: 2021: Benchmarks, Biden and Brexit Please view this page via Chrome to access the recording. After a year that saw... Read more Episode 5: 2021: Benchmarks, Biden and Brexit Tags: Benchmarks, Brexit, ESG, Margin, Podcast Documents (0) for Episode 5: 2021: Benchmarks, Biden and Brexit