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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SwapsInfo Full Year 2019 and the Fourth Quarter of 2019 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more SwapsInfo Full Year 2019 and the Fourth Quarter of 2019 Review
Documents (2) for SwapsInfo Full Year 2019 and the Fourth Quarter of 2019 Review
Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
Documents (1) for Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
Key Trends in the Size and Composition of OTC Derivatives Markets 1H 2019
The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows... Read more Key Trends in the Size and Composition of OTC Derivatives Markets 1H 2019
Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets 1H 2019
The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
SwapsInfo Third Quarter of 2019 and Year-to-September 30, 2019 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more SwapsInfo Third Quarter of 2019 and Year-to-September 30, 2019 Review
Documents (2) for SwapsInfo Third Quarter of 2019 and Year-to-September 30, 2019 Review
Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019
The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019
Documents (1) for Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019
Global Interest Rate Derivatives Markets: Insights into the 2019 BIS Triennial Central Bank Survey
This paper highlights changes in the size and structure of global over-the-counter interest rate derivatives... Read more Global Interest Rate Derivatives Markets: Insights into the 2019 BIS Triennial Central Bank Survey
Documents (1) for Global Interest Rate Derivatives Markets: Insights into the 2019 BIS Triennial Central Bank Survey
Global Credit Default Swaps Market Study
ISDA’s analysis of credit default swap (CDS) market size and structure reveals that market risk... Read more Global Credit Default Swaps Market Study
Documents (1) for Global Credit Default Swaps Market Study
The Present Value
ISDA highlights a selection of research papers on derivatives and risk management.
Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019
The ISDA Interest Rate Benchmarks Review analyzes the trading volumes of interest rate derivatives (IRD)... Read more Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019