Tag: benchmark fallback

Bloomberg Selected as Benchmark Fallback Vendor

The International Swaps and Derivatives Association (ISDA) has announced that Bloomberg Index Services Limited (BISL) has been selected to calculate and publish adjustments related to fallbacks that ISDA intends to implement for certain interest rate benchmarks in its 2006 ISDA Definitions. Bloomberg was chosen following an in-depth selection process, which began with a public invitation to […]