• The webinar covered a number of topics incl. central counterparty discounting changes for USD & EUR #derivatives, the ISDA Collateral Agreement Interest Rate Definitions and a demo of ISDA Create
    ISDA Fri 18 Sep 2020 15:19
  • ISDA has released a new webinar featuring @LinklatersLLP on the #collateral changes for USD and EUR #derivatives. Click here to listen to the recording Link
    ISDA Fri 18 Sep 2020 15:19
  • ISDA is helping firms prepare for the transition to #RFRs. We will soon publish a supplement that will update industry standard interest rate definitions to incorporate #fallbacks & a protocol to allow firms to add fallbacks to existing contracts Link
    ISDA Thu 17 Sep 2020 10:08

    AcadiaSoft presents Ahead of the Curve, a podcast that provides unique perspectives and insights into the margin and collateral industry. Hosts from AcadiaSoft’s leadership team are joined by special guest speakers from across the industry to share topical perspectives, as they aim to really get ‘under the skin’ of the issues that are transforming the sector.

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  • We are happy to have participated in @AcadiaSoft_ latest podcast on the transition from #IBORs to #RFRs and what firms should be doing before the end of 2021 Link
    ISDA Thu 17 Sep 2020 10:08

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  • Thanks to everyone who joined the ISDA Benchmark Strategies Forum Asia Pacific. Thanks also to all our speakers and to @HKEXGroup for sponsoring the event. A recording of the conference will be available shortly. Remember...just 15 months until the end of 2021! #isdabenchmarks
    ISDA Wed 16 Sep 2020 09:06
  • Cross currency swaps are all bilateral and the US dollar leg will move to SOFR. I’d really like to see some form of standard convention so that at least people will have peace of mind on their cross currency swap portfolios, says Andrew Ng @DBS #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 09:01
  • Asked about the biggest barrier to adoption of RFRs in Asia-Pacific, 30% of conference delegates said lack of liquidity in RFR products; 27% said lack of understanding of use of RFRs and inertia; 21% said lack of RFR-based term rates for cash products #isdabenchmarks
    ISDA Wed 16 Sep 2020 08:51
  • There is still some long-tenor issuance in SOR, so setting a definite time limit on when SOR issuance should stop would help massively in the transition effort, says Daniel Koh @StanChart #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 08:36
  • Our next panel will look at progress in RFR adoption across Asia and what steps have been taken to encourage liquidity in the alternative rates, with @StanChart @HKEXGroup @dbsbank @HSBC #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 08:11
  • This will not go away. Transition involves a lot of work, but you just have to do it. Firms should start transition efforts now, says Thijs Aaten at APG Asset Management #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 08:06
  • Senior management from the CEO down need to recognize LIBOR will end and it’s a problem that needs attention. Need to understand size of exposure to LIBOR and then put in place appropriate transition plans, says Andrea Brischetto @RBAInfo #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 07:56
  • The Australian agencies are strongly urging Australian financial and non-financial corporate institutions that use LIBOR referenced contracts to adhere to the ISDA fallback protocol, says Andrea Brischetto @RBAInfo #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 07:51
  • Waiting for a forward-looking term rate isn't a viable transition plan given LIBOR's expected demise from end-2021. It will take time before forward-looking term rates can be considered robust, says Andrea Brischetto @RBAInfo #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 07:46
  • IBOR fallbacks are not just important, they’re an absolutely necessity. By not adopting the ISDA protocol, you’re opening yourself up to very detailed legal complications that might haunt you for years, says Thijs Aaten at APG Asset Management #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 07:41
  • More sophisticated firms are further ahead on LIBOR transition, but many corporate borrowers are waiting for a term rate, says Kerryn Smith @NAB #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 07:36
  • A multi-rate approach is being pursued in Australia because BBSW remains robust and a lot of work has gone into reforming it, says Andrea Brischetto @RBAInfo. Market participants should choose a robust reference rate that makes most sense for the particular product and situation
    ISDA Wed 16 Sep 2020 07:21
  • What steps do Asia-Pacific market participants need to take to transition their legacy cleared and non-cleared LIBOR or local IBOR exposures to RFRs? Our first panel at the Benchmark Strategies Forum Asia Pacific explores these issues #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 07:11
  • In general, banks in Singapore have developed a transition strategy. Nonetheless, we would expect banks to step up their efforts in certain areas, including systems readiness and client communications, says Leong @MAS_sg #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 07:06
  • Fallbacks should act as a safety net - they should not be a primary means of transition. So market participants need to act to migrate their exposures before the end of 2021, says Leong @MAS_sg #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 06:56
  • We will likely face many more challenges as we shift away from LIBOR. As we confront these situations, we need to figure out how best to develop intervention points to spark movement and overcome inertia, says Leong @MAS_sg #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 06:51
  • There is still a long road ahead of us - we are at best one third way along a long journey, and we need to continue to work hard if not harder at it, says Leong @MAS_sg #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 06:46
  • Challenges to transition include the enormity and significance of the transition, the need to engage stakeholders across the system, and the need to figure out dependencies and a roadmap for reform, says Leong @MAS_sg #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 06:46
  • There is an opportunity to build a deeper and more efficient SGD interest rate market, shifting from a market bifurcated across SIBOR and SOR to one centred on SORA, says Leong @MAS_sg #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 06:41
  • We are at an important point in our transition from LIBOR and SOR with only 15 months to end-2021, and it is important that we come together to get this done, says Leong @MAS_sg #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 06:41
  • We are very grateful to Leong Sing Chiong, assistant managing director in the markets and investment group @MAS_sg, for joining @ScottOMalia for a fireside chat #isdabenchmarks @ISDAConferences
    ISDA Wed 16 Sep 2020 06:36
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