Answer to 'Consultation on Certain Aspects of Fallbacks for Derivatives Referencing GBP LIBOR, CHF LIBOR, JPY LIBOR, TIBOR, Euroyen TIBOR and BBSW' Issued by ISDA

This note is an answer the consultation published by ISDA regarding the amendment of documentation to implement fallbacks for certain key IBORs. The answers refer to many technical issues. More details about those issues can be found in the technical note 'A quant perspective on IBOR fallback proposals'

MoreLess

Year of publication:	2019
Authors:	Henrard, Marc P. A.
Publisher:	[2019]: [S.l.] : SSRN
Subject:	Derivat \| Derivative \| Zinsderivat \| Interest rate derivative \| Zinsstruktur \| Yield curve \| Optionspreistheorie \| Option pricing theory

Extent:	1 Online-Ressource (8 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 5, 2018 erstellt
Other identifiers:	10.2139/ssrn.3349755 [DOI]
Classification:	G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets ; G23 - Pension Funds; Other Private Financial Institutions ; K12 - Contract Law
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012890972