IBOR – Page 2 – International Swaps and Derivatives Association

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Tag: IBOR

Press Releases | December 16, 2021

ISDA Publishes New Fallbacks for Additional IBORs

ISDA has today published a new set of fallbacks for derivatives referenced to certain interbank... Read more

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Press Releases | December 14, 2021

IIFM and ISDA Publish IBOR Fallback Bilateral Amendment Agreement and Definitions Booklet

The International Islamic Financial Market (IIFM) and ISDA today announced the publication of the ISDA/IIFM... Read more

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Speeches & testimony | September 15, 2021

Benchmark Strategies Forum: Scott O’Malia Opening Remarks

Benchmark Strategies Forum September 15, 2021 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello... Read more

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Press Releases | January 25, 2021

New IBOR Fallbacks Take Effect for Derivatives

New fallbacks for derivatives linked to key interbank offered rates (IBORs) have come into effect... Read more

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Press Releases | October 23, 2020

ISDA Launches IBOR Fallbacks Supplement and Protocol

ISDA has today launched the IBOR Fallbacks Supplement and IBOR Fallbacks Protocol, marking a major... Read more

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Press Releases | October 9, 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

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Press Releases | July 29, 2020

ISDA Board Statement on Adherence to the IBOR Fallback Protocol

ISDA today published a statement from its Board of Directors on adherence to the forthcoming... Read more

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Benchmarks | June 2, 2020

Factsheet: Understanding IBOR Benchmark Fallbacks

Benchmark fallbacks are replacement rates that would apply to derivatives trades referencing a particular benchmark.... Read more

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Benchmarks | February 6, 2020

ISDA and Related Workstreams: Interest Rate Reform

The following table identifies various key ISDA workstreams relating to the reform of interbank offered... Read more

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Benchmarks | December 20, 2018

2018 Benchmark Fallbacks Consultation

This consultation sought input on the approach for addressing certain technical issues associated with adjustments that... Read more