Tag: Benchmarks
On May 20, ISDA responded to the International Accounting Standards Board’s (IASB) Consultation on the... Read more ISDA Response to IASB on Benchmark Reform
ISDA Publishes Report Summarizing Final Results of Consultation on Pre-cessation Fallbacks for LIBOR
ISDA has today published a report that summarizes the final responses to its consultation on the... Read more ISDA Publishes Report Summarizing Final Results of Consultation on Pre-cessation Fallbacks for LIBOR
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Seismic Shift – IQ May 2020
The coronavirus pandemic has forced firms to switch their focus to critical priorities like maintaining... Read more Seismic Shift - IQ May 2020
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Joint Response to EC on Consultations on Low Carbon Benchmark DAs
On May 6, 2020, ISDA and the Association for Financial Markets in Europe (AFME) submitted... Read more Joint Response to EC on Consultations on Low Carbon Benchmark DAs
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ISDA Response to EC’s Consultation on Draft Equivalence Decision for Financial Benchmarks in Japan
On May 4, 2020, ISDA and the FIA submitted their response in relation to the... Read more ISDA Response to EC’s Consultation on Draft Equivalence Decision for Financial Benchmarks in Japan
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Interest Rate Benchmarks Review: First Quarter of 2020
In the first quarter of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more Interest Rate Benchmarks Review: First Quarter of 2020
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ISDA Announces Preliminary Results of Consultation on Pre-cessation Fallbacks for LIBOR
ISDA has today announced preliminary results of its consultation on the implementation of pre-cessation fallbacks... Read more ISDA Announces Preliminary Results of Consultation on Pre-cessation Fallbacks for LIBOR
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Joint Associations Letter to ESMA on Climate Benchmarks
ISDA, along with the Association for Financial Markets in Europe, the European Federation of Energy... Read more Joint Associations Letter to ESMA on Climate Benchmarks
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Swaptions: ‘Agreed Discount Rate’ Supplement to the 2006 ISDA Definitions Published
Supplement 64 to the 2006 ISDA Definitions has been published today, March 30, 2020 to... Read more Swaptions: 'Agreed Discount Rate' Supplement to the 2006 ISDA Definitions Published
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ISDA Launches New Consultation on Pre-cessation Fallbacks
The International Swaps and Derivatives Association, Inc. (ISDA) has launched a new consultation on how... Read more ISDA Launches New Consultation on Pre-cessation Fallbacks