Answer to the ISDA consultation on LIBOR fallback

My answer to the May 2019 ISDA consultation titled "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" is now available.

The document has been posted on SSRN with abstract ID 3415930. It has not been "reviewed" yet but is already available.

Comments are welcome!

This answer is a follow-up on my answer to the July 2018 consultation on similar subjects.

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