ISDA-Clarus RFR Adoption Indicator: November 2020
The ISDA-Clarus RFR Adoption Indicator declined to 8.3% in November compared to 11.6% the prior... Read more ISDA-Clarus RFR Adoption Indicator: November 2020
Tag: Benchmarks
Video Interview: Why Should I Update the Fallbacks in My Derivatives Contracts?
On October 23, ISDA launched a supplement that will amend its standard definitions for interest... Read more Video Interview: Why Should I Update the Fallbacks in My Derivatives Contracts?
Documents (0) for Video Interview: Why Should I Update the Fallbacks in My Derivatives Contracts?
ISDA Webinar: The Path Forward for LIBOR
Earlier this week, ICE Benchmark Administration (IBA), the administrator of LIBOR, announced that it will... Read more ISDA Webinar: The Path Forward for LIBOR
Documents (0) for ISDA Webinar: The Path Forward for LIBOR
ISDA Statement on IBA, UK FCA and Federal Reserve Board Announcements on US Dollar LIBOR Consultation
ISDA has published the following statement in response to today’s announcements by ICE Benchmark Administration... Read more ISDA Statement on IBA, UK FCA and Federal Reserve Board Announcements on US Dollar LIBOR Consultation
Documents (1) for ISDA Statement on IBA, UK FCA and Federal Reserve Board Announcements on US Dollar LIBOR Consultation
Joint Trade Associations Paper Requesting an Extension of the Third-country Benchmarks Transition Period
ISDA and 13 other trade associations have published a paper expressing concern that the EU... Read more Joint Trade Associations Paper Requesting an Extension of the Third-country Benchmarks Transition Period
Documents (1) for Joint Trade Associations Paper Requesting an Extension of the Third-country Benchmarks Transition Period
ISDA Response on FASB Reference Rate Reform Guidance
On November 13, ISDA responded to the Financial Accounting Standards Board’s (FASB) Reference No. 2020-900... Read more ISDA Response on FASB Reference Rate Reform Guidance
Documents (1) for ISDA Response on FASB Reference Rate Reform Guidance
ISDA-Clarus RFR Adoption Indicator: October 2020
The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more ISDA-Clarus RFR Adoption Indicator: October 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2020
Understanding the New IBOR Fallbacks Opening Remarks
Understanding the New IBOR Fallbacks – Virtual Event November 9, 2020 Opening Remarks Katherine Tew... Read more Understanding the New IBOR Fallbacks Opening Remarks
Documents (1) for Understanding the New IBOR Fallbacks Opening Remarks
ISDA Response to ESMA Consultation on Fees for Benchmark Administrators Under BMR
On November 6, ISDA submitted a response to the European Securities and Markets Authority’s (ESMA)... Read more ISDA Response to ESMA Consultation on Fees for Benchmark Administrators Under BMR
Documents (1) for ISDA Response to ESMA Consultation on Fees for Benchmark Administrators Under BMR
Episode 3: Building Momentum in Alternative Rates
Please view this page via Chrome to access the recording. LIBOR is on its... Read more Episode 3: Building Momentum in Alternative Rates