Isda set to launch fallback spread consultation

Lookback and mean/median study to launch this month, with results tipped to move the basis market

rates spread

The International Swaps and Derivatives Association will launch one last consultation this month to nail down the final details of the methodology for moving swaps contracts off Libor.

Isda’s decision will be closely watched by traders, due to its potentially large influence on the final rate at which Libor contracts will transition onto those referencing alternative risk-free rates (RFRs).

“It was felt that September would be best for the consultation on the parameters and mechanics of the

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