ISDA IBOR Fallbacks Protocol
GPTKB entity
Statements (21)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
financial protocol
|
| gptkbp:adherenceMethod |
adherents sign protocol via ISDA website
|
| gptkbp:appliesTo |
derivatives contracts referencing IBORs
|
| gptkbp:developedBy |
gptkb:International_Swaps_and_Derivatives_Association
|
| gptkbp:effect |
amends legacy derivatives contracts
|
| gptkbp:enables |
automatic transition to fallback rates upon IBOR cessation
|
| gptkbp:fallbackRatesInclude |
gptkb:SOFR
gptkb:€STR gptkb:SARON gptkb:SONIA gptkb:TONAR |
| https://www.w3.org/2000/01/rdf-schema#label |
ISDA IBOR Fallbacks Protocol
|
| gptkbp:introducedIn |
2020
|
| gptkbp:purpose |
to facilitate transition from IBORs to alternative risk-free rates
|
| gptkbp:relatedTo |
LIBOR transition
benchmark reform |
| gptkbp:startDate |
2021-01-25
|
| gptkbp:status |
active
|
| gptkbp:website |
https://www.isda.org/protocol/isda-2020-ibor-fallbacks-protocol/
|
| gptkbp:bfsParent |
gptkb:International_Swaps_and_Derivatives_Association
|
| gptkbp:bfsLayer |
6
|