ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 17.5% in August compared to… Read more ISDA-Clarus RFR Adoption Indicator: August 2021
Filter by Category
ISDA-Clarus RFR Adoption Indicator: August 2021
ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 17.5% in August compared to... Read more ISDA-Clarus RFR Adoption Indicator: August 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2021
Interest Rate Derivatives Trading Activity in the EU, UK and US: June 2021
ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more Interest Rate Derivatives Trading Activity in the EU, UK and US: June 2021
Documents (1) for Interest Rate Derivatives Trading Activity in the EU, UK and US: June 2021
The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
SwapsInfo First Half of 2021 and the Second Quarter of 2021 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for both interest rate derivatives... Read more SwapsInfo First Half of 2021 and the Second Quarter of 2021 Review
Documents (2) for SwapsInfo First Half of 2021 and the Second Quarter of 2021 Review
ISDA-Clarus RFR Adoption Indicator: July 2021
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 14.1% in July compared... Read more ISDA-Clarus RFR Adoption Indicator: July 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2021
Interest Rate Derivatives Trading Activity in the EU, UK and US: May 2021
ISDA is expanding its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more Interest Rate Derivatives Trading Activity in the EU, UK and US: May 2021
Documents (1) for Interest Rate Derivatives Trading Activity in the EU, UK and US: May 2021
Transition to RFRs Review: First Half of 2021 and the Second Quarter of 2021
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 Half of 2021 and the Second Quarter of 2021
Documents (1) for Transition to RFRs Review: First Half of 2021 and the Second Quarter of 2021
ISDA-Clarus RFR Adoption Indicator: June 2021
ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 11.7% in June compared to... Read more ISDA-Clarus RFR Adoption Indicator: June 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: June 2021
ISDA-Clarus RFR Adoption Indicator: May 2021
ISDA-Clarus RFR Adoption Indicator increased to 10.7% in May compared to 10.1% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: May 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: May 2021
Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2020
The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows a... Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2020