ISDA Publishes Consultation on Final Parameters for Benchmark Fallback Adjustments
September 18, 2019
September 18, 2019
NEW YORK, Sept. 18 -- The International Swaps and Derivatives Association issued the following news release:
ISDA has today launched a new consultation to finalize the methodologies for the adjustments that will be made to derivatives fallbacks in the event certain interbank offered rates (IBORs) are permanently discontinued.
The latest publication follows two earlier consultations, which set out options for the adjustments that will apply to the relevant risk-free rate . . .
ISDA has today launched a new consultation to finalize the methodologies for the adjustments that will be made to derivatives fallbacks in the event certain interbank offered rates (IBORs) are permanently discontinued.
The latest publication follows two earlier consultations, which set out options for the adjustments that will apply to the relevant risk-free rate . . .