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 2023 and Fourth Quarter of 2023
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Derivatives Market Analysis: Interest Rate Derivatives
Twice a year, ISDA analyzes interest rate derivatives notional outstanding data reported by the Bank... Read more Derivatives Market Analysis: Interest Rate Derivatives
Documents (1) for Derivatives Market Analysis: Interest Rate Derivatives
Trends in IRD Clearing and SEF Trading
The level of clearing in the US interest rate derivatives (IRD) market continued to grow... Read more Trends in IRD Clearing and SEF Trading
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Key Trends in Clearing for Small Derivatives Users
The European Securities and Markets Authority (ESMA) recently drew attention to concerns about clearing access... Read more Key Trends in Clearing for Small Derivatives Users
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Single-name Credit Default Swaps: Review of Empirical Academic Literature
Single-name credit default swaps (“CDSs”) are derivatives based on the credit risk of a single... Read more Single-name Credit Default Swaps: Review of Empirical Academic Literature
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SwapsInfo Second Quarter 2016 Review
The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives and credit default swap... Read more SwapsInfo Second Quarter 2016 Review
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Derivatives Market Analysis: Interest Rate Derivatives
Twice a year, the International Swaps and Derivatives Association (ISDA) analyzes interest rate derivatives notional... Read more Derivatives Market Analysis: Interest Rate Derivatives
Documents (1) for Derivatives Market Analysis: Interest Rate Derivatives
SwapsInfo First Quarter 2016 Review
The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives and credit default swap... Read more SwapsInfo First Quarter 2016 Review
Documents (1) for SwapsInfo First Quarter 2016 Review
Cross-Border Fragmentation of Global Interest Rate Derivatives: Second Half 2015 Update
The fracturing of the global interest rate swaps market that emerged in the aftermath of... Read more Cross-Border Fragmentation of Global Interest Rate Derivatives: Second Half 2015 Update
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SwapsInfo Fourth Quarter 2015 Review
The ISDA SwapsInfo Quarterly Review provides analysis on interest rate derivatives and credit default swap... Read more SwapsInfo Fourth Quarter 2015 Review
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ISDA 2015 Research Year in Review
The ISDA 2015 Research Year in Review summarizes key research releases from ISDA over the... Read more ISDA 2015 Research Year in Review