{"title":"ISDA发布的《关于参考美元LIBOR、CDOR和HIBOR衍生品回调价差和期限调整以及参考SOR衍生品回调某些方面的补充咨询意见》的答复","authors":"Marc Henrard","doi":"10.2139/ssrn.3415930","DOIUrl":null,"url":null,"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.","PeriodicalId":293888,"journal":{"name":"Econometric Modeling: Derivatives eJournal","volume":"5 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"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\",\"authors\":\"Marc Henrard\",\"doi\":\"10.2139/ssrn.3415930\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":293888,\"journal\":{\"name\":\"Econometric Modeling: Derivatives eJournal\",\"volume\":\"5 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-07-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Econometric Modeling: Derivatives eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3415930\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometric Modeling: Derivatives eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3415930","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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
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.