June 2024 IMM Date Market Practice Note
ISDA has published the attached market practice note regarding the Effective Date for OTC interest... Read more June 2024 IMM Date Market Practice Note
Tag: SOFR
Updating Term SOFR
It’s just 65 days until the final five US dollar LIBOR settings cease to exist... Read more Updating Term SOFR
Documents (0) for Updating Term SOFR
ISDA Guidance: SOFR Publication on Good Friday 2023
ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on... Read more ISDA Guidance: SOFR Publication on Good Friday 2023
Documents (1) for ISDA Guidance: SOFR Publication on Good Friday 2023
Progress on Global Transition to RFRs in Derivatives Markets
This paper examines the progress made on the global transition to risk-free rates (RFRs). Specifically,... Read more Progress on Global Transition to RFRs in Derivatives Markets
Documents (1) for Progress on Global Transition to RFRs in Derivatives Markets
Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks
Benchmark Strategies Forum June 22, 2022 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O'Malia Opening Remarks
Documents (1) for Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks
ISDA Responds to FASB on Exposure Draft
On June 6, 2022, ISDA submitted a comment letter to the Financial Accounting Standards Board... Read more ISDA Responds to FASB on Exposure Draft
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ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps
The purpose of this Market Practice Note is to recommend an approach to the calendars... Read more ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps
Documents (1) for ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps
EMTA-ISDA Recommendation on SOFR Non-Deliverable Swaps
Recommended EMTA-ISDA Market Practice on Incorporation of SOFR as a Risk-Free Rate into Latin American... Read more EMTA-ISDA Recommendation on SOFR Non-Deliverable Swaps
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ISDA Guidance: SOFR Publication on Good Friday 2021
ISDA guidance for parties to over-the-counter derivative transactions affected by expected non-publication of SOFR on... Read more ISDA Guidance: SOFR Publication on Good Friday 2021
Documents (1) for ISDA Guidance: SOFR Publication on Good Friday 2021
ISDA Responds to the FASB’s Proposal on SOFR
ISDA’s Accounting Committee supports the Financial Accounting Standards Board’s (FASB) actions to add the secured... Read more ISDA Responds to the FASB’s Proposal on SOFR