The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 60.7% in April 2023… Read more ISDA-Clarus RFR Adoption Indicator: April 2023
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ISDA-Clarus RFR Adoption Indicator: April 2023
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 60.7% in April 2023... Read more ISDA-Clarus RFR Adoption Indicator: April 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2023
Energy Security and the Road to Net Zero: the Role of the Derivatives Market
Climate change may be humanity’s greatest threat. Rapidly increasing greenhouse gas emissions have led to... Read more Energy Security and the Road to Net Zero: the Role of the Derivatives Market
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ISDA Margin Survey Year-end 2022
The ISDA Margin Survey analyzes the amount and type of initial margin (IM) and variation... Read more ISDA Margin Survey Year-end 2022
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Single-name CDS Market Update
Credit default swaps (CDS) are an important hedging tool for lenders and investors. ISDA’s latest... Read more Single-name CDS Market Update
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Transition to RFRs Review: First Quarter of 2023
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: First Quarter of 2023
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SwapsInfo First Quarter of 2023 Review
The latest ISDA SwapsInfo Quarterly Review shows that interest rate derivatives (IRD) traded notional and... Read more SwapsInfo First Quarter of 2023 Review
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ISDA-Clarus RFR Adoption Indicator: March 2023
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 56.6% in March 2023... Read more ISDA-Clarus RFR Adoption Indicator: March 2023
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Progress on Global Transition to RFRs in Derivatives Markets
This paper examines the progress made on the global transition to risk-free rates (RFRs). Specifically,... Read more Progress on Global Transition to RFRs in Derivatives Markets
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ISDA-Clarus RFR Adoption Indicator: February 2023
The ISDA-Clarus RFR Adoption Indicator increased to 52.9% in February 2023 compared to 51.0% in... Read more ISDA-Clarus RFR Adoption Indicator: February 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2023
IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022
This report analyzes interest rate derivatives (IRD) trading activity reported in Europe. The analysis is based... Read more IRD Trading Activity Reported in EU, UK and US Markets: Full Year of 2022 and Fourth Quarter of 2022