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
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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 SwapsInfo Full Year 2020 and the Fourth Quarter of 2020 Review
Documents (2) for SwapsInfo Full Year 2020 and the Fourth Quarter of 2020 Review
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 Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020
Documents (1) for Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020
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 ISDA-Clarus RFR Adoption Indicator: December 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2020
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 Evolution of OTC Derivatives Markets Since the Financial Crisis
Documents (1) for Evolution of OTC Derivatives Markets Since the Financial Crisis
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 Overview of ESG-related Derivatives Products and Transactions
Documents (1) for Overview of ESG-related Derivatives Products and Transactions
ISDA-Clarus RFR Adoption Indicator: November 2020
The ISDA-Clarus RFR Adoption Indicator declined to 8.3% in November compared to 11.6% the prior... Read more ISDA-Clarus RFR Adoption Indicator: November 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: November 2020
Key Trends in the Size and Composition of OTC Derivatives Markets in the First 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 First Half of 2020
Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2020
ISDA-Clarus RFR Adoption Indicator: October 2020
The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more ISDA-Clarus RFR Adoption Indicator: October 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2020
The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
SwapsInfo Third Quarter of 2020 and Year-to-September 30, 2020 Review
The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD)... Read more SwapsInfo Third Quarter of 2020 and Year-to-September 30, 2020 Review