Isda Seeks Vendor to Publish IBOR Fallback Rate Adjustment Data

The vendor will be responsible for publishing the compound setting in arrears rate and the spread adjustment based on historical data, following the discontinuation of IBORs.

help-wanted-sign

The International Swaps and Derivatives Association (Isda), the trade organization for the over-the-counter (OTC) derivatives industry, is soliciting vendors to publish rate adjustments once interbank offered rates (IBORs) are discontinued. 

The bank associations and benchmark administrators that produce IBOR lending rates will stop publishing IBORs in December 2021 or shortly thereafter, by which time financial firms are expected to have already reduced their exposure to IBORs and to have

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