Research – International Swaps and Derivatives Association

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Research Notes | October 22, 2020

Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and… Read more Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020

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Research Notes | October 22, 2020

Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020

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

Documents (1) for Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020

Transition to RFRs Review Q3 of 2020 and Year-to-September 30, 2020(pdf) will open in a new tab or window

SwapsInfo | October 19, 2020

SwapsInfo Q3 of 2020 and Year-to-September 30, 2020 Review: Summary

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

Documents (1) for SwapsInfo Q3 of 2020 and Year-to-September 30, 2020 Review: Summary

SwapsInfo Q3 of 2020 and Year-to-September 30, 2020 Review Summary(pdf) will open in a new tab or window

Research Notes | October 13, 2020

ISDA-Clarus RFR Adoption Indicator: September 2020

The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2020

ISDA-Clarus RFR Adoption Indicator 2020-09(pdf) will open in a new tab or window

Research Notes | September 9, 2020

ISDA-Clarus RFR Adoption Indicator: August 2020

The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2020

ISDA-Clarus RFR Adoption Indicator August 2020(pdf) will open in a new tab or window

Research Notes | August 11, 2020

ISDA-Clarus RFR Adoption Indicator: July 2020

The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2020

ISDA-Clarus RFR Adoption Indicator July 2020(pdf) will open in a new tab or window

Studies | August 6, 2020

The Present Value

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

Research Notes | July 28, 2020

ISDA-Clarus RFR Adoption Indicator: June 2020

ISDA-Clarus RFR Adoption Indicator is intended to track how much trading activity (as measured by... Read more

Documents (2) for ISDA-Clarus RFR Adoption Indicator: June 2020

SwapsInfo | July 27, 2020

SwapsInfo First Half of 2020 and Second 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 First Half of 2020 and Second Quarter of 2020 Review

Research Notes | July 21, 2020

Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020

In the first half of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more

Documents (1) for Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020

Interest Rate Benchmarks Review 1H 2020 and Q2 2020(pdf) will open in a new tab or window

Research Notes | July 15, 2020

Global IM Collected for Derivatives in the First Quarter of 2020

During the first quarter of 2020, there was a significant increase in initial margin (IM)... Read more

Documents (1) for Global IM Collected for Derivatives in the First Quarter of 2020

Global IM Collected for Derivatives in Q1 2020(pdf) will open in a new tab or window

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