ISDA September 2019 Consultation on Final Parameters

The final piece of the LIBOR-cessation puzzle is about to be completed. We’ve previously looked at how RFRs can be used to replace a range of ‘IBOR indices. Now we look at the exact parameters that will be used to calibrate the ‘IBOR- RFR spreads. Historic Calibration Market consultations from ISDA have led to the […]