2018-10-23

ISDA consultation on LIBOR fallback - my answer

The ISDA Consultation on Certain Aspects of Fallbacks for Derivatives Referencing GBP LIBOR, CHF LIBOR, JPY LIBOR, TIBOR, Euroyen TIBOR and BBSW closed yesterday.

I have send my answer to the consultation last week. The document of my answer can be found below.

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