Rates market participants face the prospect of a split in how various instruments respond to Libor’s death, after a consultation of swaps users endorsed one approach to establishing a fallback rate, ...

The International Swaps and Derivatives Association, Inc. (ISDA) has just announced that the ISDA 2020 IBOR Fallbacks Protocol will be launched on 23 October 2020 If you have derivatives contracts ...

This has so far been a defining year for index cessation, Isda’s fallbacks protocol and central counterparty conversions. TriOptima insists that now is the time for firms to get their interest rate ...

On October 23, 2020, ISDA published its long-awaited IBOR Fallbacks Supplement to the 2006 ISDA Definitions (the Supplement) and Protocol. The publication is a result of years of consultations ...

(ISDA) today announced that Bloomberg Index Services Limited (BISL) has begun calculating and publishing fallbacks that ISDA intends to implement for certain key interbank offered rates (IBORs).

The scale of the problem also depends on how happy you are with the fallbacks (yet another problem, which we’ll address later). ARRC says $1.9tn-worth of contracts lack “effective means ...

LiteLLM allows developers to integrate a diverse range of LLM models as if they were calling OpenAI’s API, with support for fallbacks, budgets, rate limits, and real-time monitoring of API calls.