About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Briefs

ISDA Selects Bloomberg for Fallback Adjustments

Subscribe to our newsletter

The International Swaps and Derivatives Association has selected Bloomberg Index Services to calculate and publish adjustments related to fallbacks that ISDA intends to implement for certain interest rate benchmarks in its 2006 ISDA Definitions. The adjustments reflect the fact that interbank offered rates (IBORs) are available in multiple tenors, while risk-free rates (RFRs) identified as fallbacks are overnight rates. The IBORs also incorporate a bank credit risk premium, while RFRs do not. The adjustments will be published after methodologies based on industry consultation are finalised. ISDA expects the fallbacks to take effect in early 2020.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: The Role of Data Fabric and Data Mesh in Modern Trading Infrastructures

The demands on trading infrastructure are intensifying. Increasing data volumes, the necessity for real-time processing, and stringent regulatory requirements are exposing the limitations of legacy data architectures. In response, firms are re-evaluating their data strategies to improve agility, scalability, and governance. Two architectural models central to this conversation are Data Fabric and Data Mesh. This...

BLOG

Europe’s Fixed Income Revolution: How NLPs and Automation are Redefining the Bond Market

For years, the electronification of European fixed-income markets was a slow-burning fuse, lit primarily by the transparency mandates of MiFID II. However, the landscape is now shifting dramatically. No longer just a regulatory compliance exercise, the structural change in Europe’s government bond and credit markets is gaining genuine momentum, driven by the arrival of aggressive...

EVENT

RegTech Summit New York

Now in its 9th year, the RegTech Summit in New York will bring together the RegTech ecosystem to explore how the North American capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

Regulation and Risk as Data Management Drivers

A-Team Group recently held a webinar on the topic of Regulation and Risk as Data Management Drivers. Fill in the form to get immediate access to the accompanying Special Report. Alongside death and taxes, perhaps the only other certainty in life is that regulation of the financial markets will increase in future years. How do...