News & Analysis as of

Derivatives International Swaps and Derivatives Association United Kingdom

Mayer Brown

ISDA Notices Hub

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The delivery of an effective notice under an English law 1992 or 2002 ISDA Master Agreement is a necessary precursor for the operation of certain key provisions in those contracts, including the designation of an Early...more

Morrison & Foerster LLP

ISDA Amendments to Master Agreement Relating to Default Notice Provision and Characterisation of Credit Support Annexes

As a response to member feedback relating to the COVID-19 pandemic and following a period of consultation with its members beginning in 2022, the International Swaps and Derivatives Association (ISDA) has published a number...more

Cadwalader, Wickersham & Taft LLP

Unwelcome Intrusion: Reckoning with the Impact of Economic Sanctions on Derivatives Transactions

I. A Growing Risk - The United States, along with the United Kingdom and European Union, has increasingly wielded economic sanctions against major commercial actors and financial transactions, sometimes roiling global...more

McGuireWoods LLP

Key Date Reminder: ISDA’s IBOR Fallbacks Goes Live

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ISDA’s IBOR Fallbacks Supplement and Protocol came into effect today. These fallbacks, will be incorporated with immediate effect into all new derivatives contracts which incorporate the 2006 ISDA Definitions, and in all...more

Cozen O'Connor

IRS’ LIBOR Fallback Guidance Provides Limited Reissuance Relief to Tax-Exempt Bond Issuers

Cozen O'Connor on

In 2017, the United Kingdom regulator overseeing the London Interbank Offered Rate (LIBOR), a benchmark for rates for short-term interbank loans, announced that all currency and term variants of LIBOR, including U.S. dollar...more

Hogan Lovells

ISDA 2020 IBOR Fallbacks Protocol

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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....more

A&O Shearman

Revised ISDA 2006 Definitions Implementing Pre-Cessation Fallbacks Expected in July 2020

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The International Swaps and Derivatives Association has published a summary, prepared by the Brattle group, of the responses to the ISDA 2020 consultation on how to implement pre-cessation fallbacks in derivatives....more

A&O Shearman

International Swaps and Derivatives Association Announces Preliminary Results of LIBOR Pre-Cessation Fallbacks Consultation

A&O Shearman on

The International Swaps and Derivatives Association has announced the preliminary results of its consultation on pre-cessation fallbacks for LIBOR-referencing derivatives. The consultation was launched in February 2020, and...more

McGuireWoods LLP

Replacement of LIBOR: Is Litigation Inevitable in the Derivatives Market?

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With the announcement by the Financial Conduct Authority that the London Interbank Offered Rate (LIBOR) may cease to exist, the financial markets are facing a major upheaval in this respect. Market participants, financial...more

Morgan Lewis

LIBOR Transition Updates – More Certainty in Spread Adjustments Calculations?

Morgan Lewis on

Recent updates from the Bank of England, the New York Federal Reserve, and the International Swaps and Derivatives Association and Bloomberg in connection with publication of IBOR fallback rate adjustments should be welcomed...more

Katten Muchin Rosenman LLP

Corporate & Financial Weekly Digest, Featuring Articles on FINRA's Stock Fraud Warning to Investors after Hurricane Dorian, New...

BROKER-DEALER - FINRA Warns Investors of Potential Stock Fraud in Wake of Hurricane Dorian - The Financial Industry Regulatory Authority (FINRA) recently released an investor alert cautioning investors of potential...more

White & Case LLP

LIBOR and the transition to SONIA: compounding the problem?

White & Case LLP on

In 2012, the Wheatley Review recommended reform rather than replacement of LIBOR, on the basis that a transition to a new benchmark would pose an unacceptably high risk of financial instability. Reform came in the form of a...more

Orrick - Derivatives in Review

ISDA Publishes Additional IBOR Consultations

On May 16, the International Swaps and Derivatives Association, Inc. (“ISDA”) published two consultations in connection with the potential discontinuation of certain interbank offered rates (“IBORs”), seeking input on (i) the...more

Jones Day

French Brexit-Related Legislation—A Safe Harbor for ISDA Master Agreements

Jones Day on

The Situation: In the event of a "hard Brexit," establishing a new contractual framework with EU-based clients will be a protracted and costly task for investment service providers based in London. The Result: The French...more

McGuireWoods LLP

Update on LIBOR Reforms and ISDA Documentation

McGuireWoods LLP on

In September 2018, the International Swaps and Derivatives Association (ISDA) published the ISDA Benchmarks Supplement as a response to the EU Benchmarks Regulation (BMR), which regulates the use of benchmarks....more

Dechert LLP

Financial Services Quarterly Report - Third Quarter 2018: A Break from the “B” Word – LIBOR and Benchmark Reform – Progress has...

Dechert LLP on

Six months have now passed since publication of the Dechert OnPoint, LIBOR – Where Are We Now?, and in that period progress on benchmark reform and the development of alternative risk-free-rates (RFRs) has gathered pace. At a...more

Kramer Levin Naftalis & Frankel LLP

Replacing LIBOR in Derivatives Transactions: A Complex Undertaking

The London interbank offered rate (LIBOR), the submission of which will cease to be mandated by the U.K. Financial Conduct Authority in 2021 as a result of concerns over its reliability and robustness due to its lack of...more

Orrick - Finance 20/20

OTC Derivative Brexit Issues Considered by AFME and ISDA

A paper was jointly published by AFME and ISDA on July 30, 2018 which considered the potential contractual continuity issues which may influence OTC derivative contracts following Brexit....more

A&O Shearman

New ISDA Documentation On Brexit: Will English Law Remain Even If The UK Does Not?

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Some have expressed concern that Brexit will reduce the use of English law derivatives documentation. Any such concern is in our view unfounded, as this note explains....more

Sullivan & Worcester

Après LIBOR: Black Swan or Y2K

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A practical guide to the cessation of LIBOR and the transition to a new replacement benchmark rate. Unquestionably, the London Inter-Bank Offered Rate ("LIBOR") is an integral part of nearly every type of financial product...more

Kramer Levin Naftalis & Frankel LLP

Replacing LIBOR in Derivatives Agreements

In July 2017, the CEO of the U.K. Financial Conduct Authority (FCA), Andrew Bailey, announced that the FCA will discontinue the London interbank offered rate (LIBOR) at the end of 2021. LIBOR is an interest rate index that is...more

Hogan Lovells

FCA Announces Discontinuation of LIBOR

Hogan Lovells on

As you may know, on July 27, 2017 the UK's Financial Conduct Authority (FCA) chief executive Andrew Bailey announced that market participants should not rely on the London Interbank Offered Rate (LIBOR) being available after...more

Skadden, Arps, Slate, Meagher & Flom LLP

LIBOR Replacement Plans Bring Regulatory Considerations for Derivatives

Plans to end the long reign of the London Interbank Offered Rate (LIBOR) as one of the world's most often-used interest rate benchmarks have recently been confirmed by several top financial regulators. On July 27, 2017,...more

K&L Gates LLP

Brexit's Impact on ISDA Documentation

K&L Gates LLP on

As previously noted in the client alert “Brexit: A First Look at the Impact on Asset Managers That Trade Derivatives,” Brexit is not anticipated to have an immediate impact on ISDA Documentation or derivatives contracts. ...more

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