ISDA IBOR Fallbacks Supplement
GPTKB entity
Statements (17)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:law
|
| gptkbp:appliesTo |
ISDA 2006 Definitions
derivatives contracts |
| gptkbp:citation |
gptkb:ISDA_IBOR_Fallbacks_Protocol
|
| gptkbp:enables |
automatic transition to RFRs upon IBOR cessation
|
| gptkbp:fallbackRateType |
risk-free rates (RFRs)
|
| https://www.w3.org/2000/01/rdf-schema#label |
ISDA IBOR Fallbacks Supplement
|
| gptkbp:introduced |
fallback rates for IBORs
|
| gptkbp:publicationDate |
2020-10-23
|
| gptkbp:publishedBy |
gptkb:International_Swaps_and_Derivatives_Association
|
| gptkbp:purpose |
to provide fallback provisions for derivatives referencing IBORs
|
| gptkbp:relatedTo |
IBOR transition
LIBOR cessation |
| gptkbp:replacedBy |
previous ISDA definitions for IBOR fallbacks
|
| gptkbp:startDate |
2021-01-25
|
| gptkbp:bfsParent |
gptkb:ISDA_Master_Agreement
|
| gptkbp:bfsLayer |
7
|