INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION

Market Infrastructure

ISDA to Implement Fallbacks for GBP & USD LIBOR ICE Swap Rates

By Manesh Samtani | 25/07/2021

A consultation on whether ISDA should implement fallbacks for GBP and USD LIBOR ICE Swap Rates received support from a “significant majority” of respondents.

Market Infrastructure

ISDA Launches Microsite to Facilitate Understanding of IBOR Fallbacks

By Editors | 22/07/2021

The microsite provides information about adoption rates for the ISDA 2020 IBOR Fallbacks Protocol and graphs comparing LIBOR and fallback rates.

Market Infrastructure

ISDA Publishes First Digital Definitional Book for Interest Rate Derivatives

By Editors | 16/07/2021

The digital format will create efficiencies in how firms use and interact with the definitions, reducing complexity and the potential for error, ISDA says.

Securities / Derivatives

Industry Bodies Partner to Adapt CDM for Repo, Bonds

By Sanday Chongo Kabange | 06/07/2021

Implementation of the Common Domain Model for repo and bonds is expected to deliver industry wide efficiency gains, ICMA says.

Market Infrastructure

FCA Consults on Intention to Compel Publication of Synthetic LIBOR

By Editors | 25/06/2021

The FCA intends to compel publication of synthetic versions of GBP and JPY LIBOR, using forward-looking term version of RFRs.

Capital / Liquidity

ISDA Chief Calls for Use of Common Risk Data Reporting Standard

By Ranamita Chakraborty | 14/06/2021

CRIF will reduce the risk data reporting burden, increase the accuracy and consistency of the information reported, and allow for more automation.

Market Infrastructure

ISDA Consults on Fallbacks for GBP & USD LIBOR ICE Swap Rates

By Editors | 14/06/2021

Current fallbacks are not expected to be able to function effectively upon a permanent cessation of the GBP and USD LIBOR ICE Swap Rates.

Big Picture

IIF, ISDA Release Study on Financial Sector Support During Pandemic

By Manesh Samtani | 26/05/2021

The report recognises the actions of central banks, financial authorities and regulatory agencies amid the pandemic, saying they were critical in stabilising markets.

Capital / Liquidity

ISDA Calls for Uniform Approach to Risk Data Reporting

By Manesh Samtani | 22/05/2021

Regulators would have a greater degree of confidence in the consistency and accuracy of the risk data being collected if they used an established industry standard in their reporting requirements.