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ISDA Confirms Benchmark Fallback Results
The International Swaps and Derivatives Association (ISDA) has published a report summarising the final results of a consultation on technical issues related to new benchmark fallbacks for derivatives contracts that reference certain interbank offered rates (IBORs). The report, Anonymized Narrative Summary of Responses to the ISDA Consultation on Term Fixings and Spread Adjustment Methodologies, was prepared for ISDA by The Brattle Group and confirms the preliminary findings published by ISDA at the end of November. The consultation, which was launched in July, covered the proposed methodologies for certain adjustments that would apply to the fallback rate in the event an IBOR is permanently discontinued.

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