Benchmarks February 1, 2018 IBOR Global Benchmark Transition Roadmap 2018 ISDA, AFME, ICMA, SIFMA and SIFMA AMG have today launched a roadmap that aggregates and... Read more IBOR Global Benchmark Transition Roadmap 2018 Tags: Global, LIBOR, Risk-free Rates (RFRs) Documents (1) for IBOR Global Benchmark Transition Roadmap 2018 IBOR Global Transition Roadmap 2018(pdf) will open in a new tab or window
Interest Rate December 21, 2017 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 Tags: Benchmarks, Interest Rate Derivatives, Risk-free Rates (RFRs), Switzerland Documents (2) for Information on the TOIS-SARON Transition Form of TOIS-SARON bilateral amendment agreement(docx) will open in a new tab or window FAQs - TOIS-SARON(pdf) will open in a new tab or window
derivatiViews December 13, 2017 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 Tags: Benchmarks, Risk-free Rates (RFRs) Documents (0) for Now is the Time to Think About Benchmarks
Press Releases November 2, 2017 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 Tags: Benchmarks, Commodity, Global, LIBOR, Risk-free Rates (RFRs) Documents (1) for ISDA to Produce Comprehensive Analysis and Global Roadmap on Benchmarks Transition Benchmarks report press release FINAL(pdf) will open in a new tab or window
Benchmarks October 2, 2017 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 Tags: Benchmark Fallbacks, Risk-free Rates (RFRs) Documents (1) for Transitions and Fallbacks for LIBOR and other Key IBORs – October 2, 2017 Transitions and Fallbacks for LIBOR and other Key IBORs - 2 October 2017(pptx) will open in a new tab or window
Webcasts & videos July 6, 2017 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 Tags: Benchmarks, LIBOR, Risk-free Rates (RFRs) Documents (0) for The Search for Alternative Risk-free Reference Rates
derivatiViews June 29, 2017 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 Tags: Benchmarks, Legal, Risk-free Rates (RFRs) Documents (0) for Benchmark Transition Plans will be Critical