The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 31.7% in December compared to… Read more ISDA-Clarus RFR Adoption Indicator: December 2021
Filter by Category
ISDA-Clarus RFR Adoption Indicator: December 2021
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 31.7% in December compared to... Read more ISDA-Clarus RFR Adoption Indicator: December 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2021
Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: October 2021
ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: October 2021
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: October 2021
Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: September 2021
ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: September 2021
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: September 2021
ISDA-Clarus RFR Adoption Indicator: November 2021
ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 26.3% in November compared to... Read more ISDA-Clarus RFR Adoption Indicator: November 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: November 2021
Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2021
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 First Half of 2021
Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2021
ISDA-Clarus RFR Adoption Indicator: October 2021
ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 24.5% in October compared to... Read more ISDA-Clarus RFR Adoption Indicator: October 2021
Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2021
The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: August 2021
ISDA has expanded its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: August 2021
Documents (1) for Interest Rate Derivatives Trading Activity Reported in EU, UK and US Markets: August 2021
SwapsInfo Third Quarter of 2021 and Year-to-September 30, 2021 Review
The latest ISDA SwapsInfo Quarterly Review shows that traded notional for both interest rate derivatives... Read more SwapsInfo Third Quarter of 2021 and Year-to-September 30, 2021 Review
Documents (2) for SwapsInfo Third Quarter of 2021 and Year-to-September 30, 2021 Review
Transition to RFRs Review: Third Quarter of 2021 and Year-to-September 30, 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: Third Quarter of 2021 and Year-to-September 30, 2021