ISDA suggests in a new paper that the risk weight for carbon certificates under FRTB should be reduced and the tenor correlation parameter should be increased.
July 29, 2021The GLML Foundation is developing general-purpose legal markup language as an open data standard for capital markets.
July 27, 2021A consultation on whether ISDA should implement fallbacks for GBP and USD LIBOR ICE Swap Rates received support from a "significant majority" of respondents.
July 26, 2021The microsite provides information about adoption rates for the ISDA 2020 IBOR Fallbacks Protocol and graphs comparing LIBOR and fallback rates.
July 22, 2021The digital format will create efficiencies in how firms use and interact with the definitions, reducing complexity and the potential for error, ISDA says.
July 16, 2021Implementation of the Common Domain Model for repo and bonds is expected to deliver industry wide efficiency gains, ICMA says.
July 6, 2021The FCA intends to compel publication of synthetic versions of GBP and JPY LIBOR, using forward-looking term version of RFRs.
June 25, 2021CRIF will reduce the risk data reporting burden, increase the accuracy and consistency of the information reported, and allow for more automation.
June 14, 2021Current fallbacks are not expected to be able to function effectively upon a permanent cessation of the GBP and USD LIBOR ICE Swap Rates.
June 14, 2021The FSB warns against waiting for the development of forward-looking term RFRs. IOSCO urges market participants to stop issuing new LIBOR products.
June 3, 2021