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ISDA Seeks to Avoid Ibor Contract Frustration

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ISDA Seeks to Avoid Ibor Contract Frustration

Posted on Fri, Jul 13, 2018 @ 7:50

By Louisa Chender
July 13, 2018, Global Investor Group

The International Swaps and Derivatives Association (ISDABenchm) is seeking industry comment on plans to amend its standard documentation for derivatives contracts in the event that key benchmarks, “Ibors”, cease to exist.

The trade body is set to amend its 2006 definitions to include fallbacks, namely the risk-free rates (RFR), that would apply if the Interbank Offered Rate (Ibor) is permanently discontinued as a result of the ongoing industry wide reform to create more robust benchmarks.

full article

BenchmarksIBORICE Benchmark AdministrationISDALiborRFRsScott O'MaliaTimothy Bowler
 

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