The microsite provides information about adoption rates for the ISDA 2020 IBOR Fallbacks Protocol and graphs comparing LIBOR and fallback rates.
ISDA has launched a new microsite, developed in coordination with The Brattle Group, providing information about key IBOR fallbacks.
Fallbacks are replacement rates that would apply to derivatives trades that reference an IBOR that becomes unavailable while market participants continue to have exposure to that benchmark.
The new microsite provides information about:
- Adoption rates for the ISDA 2020 IBOR Fallbacks Protocol
- Graphs comparing certain fallback rates for LIBOR to LIBOR in the corresponding currency
- Information about the ISDA consultations on IBOR benchmark fallback rates
The microsite was launched on 19 July on ISDA’s newly redesigned Benchmark Reform and Transition from LIBOR InfoHub, which serves as the central repository for information relating to financial benchmark reform and the transition from LIBOR.
The ISDA-Brattle microsite is available here.