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
Expanding Legal Agreement Coverage in the CDM
This paper examines the recent extension of the Common Domain Model (CDM)1 to represent two of the most significant, and previously undeveloped, areas of its legal agreement model: umbrella agreements and contract amendments. Umbrella agreements are widely used to document...
ISDA Omnibus Canadian Representation Letter
On September 2, ISDA published the Omnibus Canadian Representation Letter, which combines previously published representation letters drafted to assist firms in compliance with Canadian trade reporting, business conduct, regulatory margin and clearing classification rules. The Omnibus Canadian Letter is designed...
Joint Response on Cross-margining
On August 31, ISDA and FIA submitted a letter to the US Commodity Futures and Trading Commission (CFTC) and the Securities and Exchange Commission (SEC) on the agencies’ joint request for comment on the implementation of portfolio margining and cross-margining...
Accounting for Carbon Credits: Latest Developments
This paper updates and extends the analysis set out in ISDA’s October 2023 paper on accounting for carbon credits. While preserving the original focus on the accounting treatment of voluntary carbon credits (VCCs) and compliance carbon credits (CCCs), it expands...