Transition from LIBOR and other interbank offered rates (IBORs) to alternative risk-free rates (RFRs) is… Read more Adoption of Risk-Free Rates: Major Developments in 2020
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Adoption of Risk-Free Rates: Major Developments in 2020
Transition from LIBOR and other interbank offered rates (IBORs) to alternative risk-free rates (RFRs) is... Read more Adoption of Risk-Free Rates: Major Developments in 2020
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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
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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
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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
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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
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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
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Key Trends in the Size and Composition of OTC Derivatives Markets
This paper analyzes recent trends in the size and composition of over-the-counter (OTC) derivatives markets,... Read more Key Trends in the Size and Composition of OTC Derivatives Markets
Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets
Interest Rate Benchmarks Review: First Quarter of 2019
The ISDA Interest Rate Benchmarks Review analyzes trading volumes of over-the-counter (OTC) interest rate derivatives... Read more Interest Rate Benchmarks Review: First Quarter of 2019
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Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 2018
This report provides an analysis of trading volumes of interest rate derivatives (IRD) transactions in... Read more Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 2018
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Key Trends in the Size and Composition of OTC Derivatives Markets
ISDA has published a new research paper that analyzes recent trends in the size and... Read more Key Trends in the Size and Composition of OTC Derivatives Markets