Tag: Benchmarks
Please view this page via Chrome to access the recording. With hundreds of trillions... Read more Episode 2: The Milestones to LIBOR Transition
Episode 1: Goodbye LIBOR
Please view this page via Chrome to access the recording. With the clock ticking... Read more Episode 1: Goodbye LIBOR
Documents (0) for Episode 1: Goodbye LIBOR
A Major Milestone for Benchmark Reform
At the end of last week, ISDA launched the IBOR Fallbacks Supplement and protocol, so... Read more A Major Milestone for Benchmark Reform
Documents (0) for A Major Milestone for Benchmark Reform
Video: Introduction to Benchmark Fallbacks
LIBOR is used as a reference rate for financial contracts worth trillions of dollars. But... Read more Video: Introduction to Benchmark Fallbacks
Documents (0) for Video: Introduction to Benchmark Fallbacks
ISDA IBOR Fallbacks Webinar Series
ISDA has developed a series of short webinars to help market participants understand new fallbacks... Read more ISDA IBOR Fallbacks Webinar Series
Documents (0) for ISDA IBOR Fallbacks Webinar Series
Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 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: Third Quarter of 2020 and Year-to-September 30, 2020
Documents (1) for Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020
ISDA-Clarus RFR Adoption Indicator: September 2020
The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more ISDA-Clarus RFR Adoption Indicator: September 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2020
ISDA Board Statement on the IBOR Fallbacks Supplement and Protocol
ISDA today published a statement from its Board of Directors on the forthcoming launch of... Read more ISDA Board Statement on the IBOR Fallbacks Supplement and Protocol
Documents (1) for ISDA Board Statement on the IBOR Fallbacks Supplement and Protocol
Next Steps for the EU BMR Opening Remarks
Next Steps for the EU Benchmarks Regulation September 24, 2020 Opening Remarks Scott O’Malia, CEO,... Read more Next Steps for the EU BMR Opening Remarks
Documents (1) for Next Steps for the EU BMR Opening Remarks
Updating the Fallbacks Timetable
Introducing robust fallbacks for derivatives contracts is a vitally important step in mitigating the systemic... Read more Updating the Fallbacks Timetable