The Alternative Reference Rates Committee issued a supplemental consultation on the spread adjustment methodologies to be used in connection with the ARRC's recommended hardwired fallback language for cash products referencing USD LIBOR.
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The Alternative Reference Rates Committee extended the comment deadline for a consultation seeking feedback on the Committee's recommended spread adjustment methodologies for cash products referencing USD LIBOR.
ISDA highlighted separate economic analyses on: (i) trends in the credit default swaps market, (ii) clearing networks and central counterparties stress testing, and (iii) the cost effects of clearing fragmentation.
The Alternative Reference Rates Committee launched a consultation seeking feedback on recommended spread adjustment methodologies for cash products referencing USD LIBOR.
The Alternative Reference Rates Committee published two consultations on U.S. dollar (USD) LIBOR fallback contract language for bilateral business loans and securitizations.