ISDA® consults on spread and term adjustments for benchmark fallbacks | Practical Law

ISDA® consults on spread and term adjustments for benchmark fallbacks | Practical Law

ISDA has published a supplemental consultation on spread and term adjustments (including final parameters of those adjustments) for benchmark fallbacks for derivatives contracts referencing EUR LIBOR and EURIBOR.

ISDA® consults on spread and term adjustments for benchmark fallbacks

Practical Law UK Legal Update w-023-3330 (Approx. 4 pages)

ISDA® consults on spread and term adjustments for benchmark fallbacks

Published on 18 Dec 2019International
ISDA has published a supplemental consultation on spread and term adjustments (including final parameters of those adjustments) for benchmark fallbacks for derivatives contracts referencing EUR LIBOR and EURIBOR.