Tag: Benchmarks
ISDA today announced that Bloomberg Index Services Limited (BISL) has been selected to calculate and... Read more Bloomberg Selected as Fallback Adjustment Vendor
ISDA Publishes Preliminary Results of Supplemental Benchmark Fallbacks Consultation
ISDA has today published a statement summarizing the preliminary results of a supplemental consultation on... Read more ISDA Publishes Preliminary Results of Supplemental Benchmark Fallbacks Consultation
Documents (1) for ISDA Publishes Preliminary Results of Supplemental Benchmark Fallbacks Consultation
Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019
The ISDA Interest Rate Benchmarks Review analyzes the trading volumes of interest rate derivatives (IRD)... Read more Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019
Documents (1) for Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019
ISDA Response to IASB on Benchmark Reform
On June 17, 2019, ISDA responded to the International Accounting Standards Board’s (IASB) exposure draft... Read more ISDA Response to IASB on Benchmark Reform
Documents (1) for ISDA Response to IASB on Benchmark Reform
Documents (1) for ISDA’s response to the Canadian Securities Administrators (CSA) proposed National Instrument 25-102 Designated Benchmarks and Benchmark Administrators and a related proposed companion policy.
Benchmarks and Accounting
As awareness of benchmark reform has increased, so too has understanding of the various issues.... Read more Benchmarks and Accounting
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The Industry Road Map
ISDA/Bloomberg Benchmark Regulation and Migration Conference, Hong Kong The Industry Road Map Scott O’Malia, ISDA... Read more The Industry Road Map
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Another Step to Benchmark Fallbacks
Efforts to prepare for the use of risk-free rates (RFRs) as an alternative to LIBOR... Read more Another Step to Benchmark Fallbacks
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ISDA Publishes Two Consultations on Benchmark Fallbacks
ISDA has launched two new consultations on benchmark fallbacks – one covering adjustments that would... Read more ISDA Publishes Two Consultations on Benchmark Fallbacks
Documents (1) for ISDA Publishes Two Consultations on Benchmark Fallbacks
Interest Rate Benchmarks Review: First Quarter of 2019
The ISDA Interest Rate Benchmarks Review analyzes trading volumes of over-the-counter (OTC) interest rate derivatives... Read more Interest Rate Benchmarks Review: First Quarter of 2019