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.


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

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: