March 4, 2016: Updated to clarify that while regulators are part of the working groups, they will not require or force an OIS change. Second update to clarify that Isda has agreed to draft protocol if needed - it is not currently working on a protocol.
The International Swaps and Derivatives Association has agreed to create a protocol for the transition of existing derivatives contracts to new risk-free rates, as part of benchmark reforms mandated by international regulatory bodies.
A protocol a
The week on Risk.net, July 7-13, 2018Receive this by email