ISDA Publishes Consultation Results on Benchmark Fallback Parameters

The majority preferred a historical median spread adjustment with a five year lookback period, and a two-banking-day backward shift adjustment for the compounded setting in arrears rate.

To continue reading...


Get access

Get access immediately by purchasing a 12 month subscription, or register today to get access to a free 5-article trial:

Register Subscribe

To discuss subscription options with our team please email: [email protected]

To Top