The ISDA IBOR fallbacks protocol and supplement were informed by extensive consultation with industry, including in Australia.
October 15, 2020Widespread adoption is a tangible step financial and non-financial firms can take to avoid disruptions in derivatives markets and mitigate risks at a system-wide level, the FSB says.
October 11, 2020The letter brings ISDA a step closer to publishing a supplement and related protocol that will make IBOR fallbacks in derivatives a reality.
October 6, 2020The SORA-pegged club loan coupled with a cross-currency swap, which provides added certainty on interest rates and swap SGD proceeds into USD.
October 1, 2020But challenges remain, including limited liquidity in ARR markets, uncertainties on term rates and credit spread adjustments, and operational issues.
September 29, 2020Apart from G-SIBs operation in the region, APAC firms are not prepared for the transition away from IBORs, according to a new report from Sia Partners.
August 5, 2020The calculations being published include the adjusted RFRs, the spread adjustment and the ‘all in’ IBOR fallback rates for certain key IBORs across various tenors.
July 22, 2020The FSB maintains its view that financial and non-financial sector firms across all jurisdictions should continue efforts to remove remaining LIBOR dependencies by end-2021.
July 1, 2020With the first interest rate swap transaction referencing the new Singapore Overnight Rate Average, the island state hopes to stay ahead of regional peers.
June 1, 2020Over time, the platform will allow information contained in the ISDA 2020 Definitions to automatically flow through to trading, operational and risk management systems.
May 31, 2020