Tag: Risk-free Rates (RFRs)
ISDA, AFME, ICMA, SIFMA and SIFMA AMG have today launched a roadmap that aggregates and... Read more IBOR Global Benchmark Transition Roadmap 2018
Information on the TOIS-SARON Transition
November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,... Read more Information on the TOIS-SARON Transition
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Now is the Time to Think About Benchmarks
With everything going on – implementation of MIFID II, Brexit negotiations and publication of the... Read more Now is the Time to Think About Benchmarks
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ISDA to Produce Comprehensive Analysis and Global Roadmap on Benchmarks Transition
ISDA has announced that it has begun a comprehensive analysis of the issues and potential... Read more ISDA to Produce Comprehensive Analysis and Global Roadmap on Benchmarks Transition
Documents (1) for ISDA to Produce Comprehensive Analysis and Global Roadmap on Benchmarks Transition
Transitions and Fallbacks for LIBOR and other Key IBORs – October 2, 2017
This presentation provides an overview of public-private sector work to transition from LIBOR and other key IBORs... Read more Transitions and Fallbacks for LIBOR and other Key IBORs - October 2, 2017
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The Search for Alternative Risk-free Reference Rates
Katherine Tew Darras, General Counsel at ISDA, discusses the work to select new risk-free rates... Read more The Search for Alternative Risk-free Reference Rates
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Benchmark Transition Plans will be Critical
Last week saw the US Alternative Reference Rates Committee (ARRC) – a US public-private sector... Read more Benchmark Transition Plans will be Critical