Benchmarks – Page 18 – International Swaps and Derivatives Association

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Tag: Benchmarks

Press Releases | February 24, 2020

ISDA Publishes Results of Consultation on Fallbacks for Derivatives Referencing Euro LIBOR and EURIBOR

The International Swaps and Derivatives Association, Inc. (ISDA) has today published a statement summarizing responses to... Read more

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Speeches & testimony | February 12, 2020

ISDA CEO Scott O’Malia Opening Remarks at ISDA/SIFMA AMG Benchmark Strategies Forum

ISDA/SIFMA AMG Benchmark Strategies Forum February 12, 2020 Opening Remarks Scott O’Malia, ISDA Chief Executive... Read more

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Research Notes | February 12, 2020

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

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derivatiViews | February 5, 2020

Another Look at Pre-cessation

Back in December, we told the Financial Stability Board’s Official Sector Steering Group (FSB OSSG)... Read more

Documents (0) for Another Look at Pre-cessation

Press Releases | February 5, 2020

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

Documents (1) for ISDA to Re-consult on Pre-cessation Fallbacks

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derivatiViews | January 24, 2020

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

Documents (2) for New Letters on Pre-cessation Issues Welcome

Research Notes | January 21, 2020

Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more

Documents (1) for Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019

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Interest Rate | December 20, 2019

ICE Swap Rate – December 24 and December 31, 2019

ISDA notification to members regarding potential non-publication of ICE swap rates on December 24 and... Read more

Documents (1) for ICE Swap Rate – December 24 and December 31, 2019

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derivatiViews | December 19, 2019

2020 Looming Large

It has sometimes felt like there’s barely been time to pause and take a breath... Read more

Documents (0) for 2020 Looming Large

Press Releases | December 18, 2019

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

Documents (1) for ISDA launches Consultation on Fallbacks for Euro LIBOR and EURIBOR

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