Answer to 'Supplemental Consultation on Spread and Term Adjustments for Fallbacks in Derivatives Referencing USD LIBOR, CDOR and HIBOR and Certain Aspects of Fallbacks for Derivatives Referencing SOR' issued by ISDA
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引用次数: 2
Abstract
This note is an answer to the consultation published by ISDA in May 2019 regarding the amendment of documentation to implement fallbacks for certain key IBORs.
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