Benchmarks – Page 18 – International Swaps and Derivatives Association

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Tag: Benchmarks

Interest Rate March 30, 2020

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

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Press Releases February 25, 2020

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

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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

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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

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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

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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

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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

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