ISDAFIX Tag

ISDAfix Swap Rate Manipulation - Q&A The ISDAfix Benchmark Swap Rate Manipulation lawsuit involves 13 banks, all sued by Alaska Electrical Pension Board (AEPB) and other plaintiffs. The banks named are: Bank of America, Barclays, BNP Paribas, Citibank, Credit Suisse, Deutschebank, Goldman Sachs, Royal Bank of...

USD LIBOR Comes Home It never made sense that the USD LIBOR Rate reset at 11 AM London Time (5:00 AM New York Time) when most USD banks aren’t funding themselves yet. Even in calm markets, this process created issues in cross-currency swaps.   USD LIBOR Reset...