International Swaps and Derivatives Association Publishes Results of Consultation on Final Parameters for Benchmark Fallback Adjustments
November 15, 2019
November 15, 2019
NEW YORK, Nov. 15 -- The International Swaps and Derivatives Association issued the following news release:
ISDA has today published a report that summarizes responses to a consultation on the final parameters of adjustments that will apply to derivatives fallbacks for certain interbank offered rates (IBORs).
The report, published by The Brattle Group, follows two earlier consultations that found the overwhelming majority of respondents preferred the 'compounded setting . . .
ISDA has today published a report that summarizes responses to a consultation on the final parameters of adjustments that will apply to derivatives fallbacks for certain interbank offered rates (IBORs).
The report, published by The Brattle Group, follows two earlier consultations that found the overwhelming majority of respondents preferred the 'compounded setting . . .