Research and reading materials related to benchmark reform can be found below:
- IBOR Transition Guide for Asia (July 2020) published by ISDA, APLMA, ICMA and ASIFMA
- Adoption of Risk-Free Rates: Major Developments in 2021
Jump to:
- Interest Rate Benchmarks Review/Transition to RFRs Review
- ISDA-Clarus RFR Adoption Indicator Monthly Reports
- ISDA derivatiViews articles
- ISDA Quarterly (IQ) articles
- ISDA podcasts
- Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
- Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 2022
- Transition to RFRs Review: First Half of 2022 and the Second Quarter of 2022
- Transition to RFRs Review: First Quarter of 2022
- Transition to RFRs Review: Full Year 2021 and the Fourth Quarter of 2021
- Transition to RFRs Review: Third Quarter of 2021 and Year-to-September, 30 2021
- Transition to RFRs Review: First Half of 2021 and the Second Quarter of 2021
- Transition to RFRs Review: First Quarter of 2021
- Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020
- Transition to RFRs Review: Third Quarter of 2020 and Year-to-September, 30 2020
- Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020
- Interest Rate Benchmarks Review: First Quarter of 2020
- Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
- Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019
- Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019
- Interest Rate Benchmarks Review: First Quarter of 2019
- Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 2018
- Interest Rate Benchmarks Review: Third Quarter of 2018 and Nine Months Ended September 30, 2018
- Whitepaper on the methodology
- Interactive charts
- February 2023
- January 2023
- December 2022
- November 2022
- October 2022
- September 2022
- August 2022
- July 2022
- June 2022
- May 2022
- April 2022
- March 2022
- February 2022
- January 2022
- December 2021
- November 2021
- October 2021
- September 2021
- August 2021
- July 2021
- June 2021
- May 2021
- April 2021
- March 2021
- February 2021
- January 2021
- December 2020
- November 2020
- October 2020
- September 2020
- August 2020
- July 2020
- June 2020
Latest
Response to EC on Market Risk Prudential Framework
On January 6, ISDA, the Association for Financial Markets in Europe (AFME) and the Institute of International Finance (IIF) submitted a joint response to the European Commission’s (EC) targeted consultation on the application of the market risk prudential framework. ISDA,...
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.
Response on CCP Participation Requirements
On December 24, ISDA responded to a consultation from the European Securities and Markets Authority (ESMA) on central counterparty (CCP) participation requirements. Participation requirements for CCPs are vital for safe and efficient clearing markets, and ISDA broadly supports ESMA’s consultation...
U.S. Federal Holidays on December 24 and 26, 2025
Pursuant to an Executive Order of the President of the United States, December 24 and December 26 have been designated as federal holidays for U.S. federal government purposes. The designation of such dates as U.S. federal holidays is not expected to affect...