Research – International Swaps and Derivatives Association

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Research Notes | April 14, 2021

ISDA-Clarus RFR Adoption Indicator: March 2021

ISDA-Clarus RFR Adoption Indicator decreased to 8.8% in March compared to 10.6% the prior month…. Read more ISDA-Clarus RFR Adoption Indicator: March 2021

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Research Notes | April 14, 2021

ISDA-Clarus RFR Adoption Indicator: March 2021

ISDA-Clarus RFR Adoption Indicator decreased to 8.8% in March compared to 10.6% the prior month.... Read more

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Research Notes | April 7, 2021

Adoption of RFRs: Major Developments in 2021

The transition from interbank offered rates (IBORs) to alternative reference rates remains high on the... Read more

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Research Notes | March 9, 2021

ISDA-Clarus RFR Adoption Indicator: February 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.6% in February compared to 10.0% the prior month.... Read more

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Research Notes | February 10, 2021

ISDA-Clarus RFR Adoption Indicator: January 2021

ISDA-Clarus RFR Adoption Indicator was 10.0% in January, flat compared to the prior month. The... Read more

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Studies | February 4, 2021

The Present Value

ISDA highlights a selection of research papers on derivatives and risk management.

SwapsInfo | February 2, 2021

SwapsInfo Full Year 2020 and the Fourth Quarter of 2020 Review

The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD)... Read more

Documents (2) for SwapsInfo Full Year 2020 and the Fourth Quarter of 2020 Review

Research Notes | January 28, 2021

Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more

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Research Notes | January 14, 2021

ISDA-Clarus RFR Adoption Indicator: December 2020

The ISDA-Clarus RFR Adoption Indicator increased to 10.0% in December compared to 8.3% the prior... Read more

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Research Notes | January 12, 2021

Evolution of OTC Derivatives Markets Since the Financial Crisis

Over the past decade, significant regulatory reforms have been implemented in order to make derivatives... Read more

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Research Notes | January 11, 2021

Overview of ESG-related Derivatives Products and Transactions

The transition to a sustainable economy will take a massive amount of long-term funding. The... Read more

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