ISDA Master Agreement IBOR Fallbacks Protocol
GPTKB entity
Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
financial protocol
|
| gptkbp:adherenceMethod |
online adherence via ISDA website
|
| gptkbp:appliesTo |
derivatives contracts referencing IBORs
|
| gptkbp:covers |
multiple IBOR benchmarks
|
| gptkbp:effect |
amends contractual terms for fallback provisions
|
| gptkbp:enables |
market participants to amend legacy derivatives contracts
automatic adoption of fallback rates |
| gptkbp:fallbackRates |
risk-free rates (RFRs)
|
| https://www.w3.org/2000/01/rdf-schema#label |
ISDA Master Agreement IBOR Fallbacks Protocol
|
| gptkbp:publicationDate |
2020-10-23
|
| gptkbp:publishedBy |
gptkb:International_Swaps_and_Derivatives_Association
|
| gptkbp:purpose |
to facilitate transition from IBORs to alternative reference rates
|
| gptkbp:relatedTo |
LIBOR transition
ISDA 2006 Definitions |
| gptkbp:status |
in effect
|
| gptkbp:targetAudience |
derivatives market participants
|
| gptkbp:bfsParent |
gptkb:ISDA_Master_Agreement
|
| gptkbp:bfsLayer |
7
|