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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Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 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: Third Quarter of 2020 and Year-to-September 30, 2020
Documents (1) for Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020
ISDA-Clarus RFR Adoption Indicator: September 2020
The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more ISDA-Clarus RFR Adoption Indicator: September 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2020
ISDA-Clarus RFR Adoption Indicator: August 2020
The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more ISDA-Clarus RFR Adoption Indicator: August 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2020
ISDA-Clarus RFR Adoption Indicator: July 2020
The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more ISDA-Clarus RFR Adoption Indicator: July 2020
Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2020
ISDA-Clarus RFR Adoption Indicator: June 2020
ISDA-Clarus RFR Adoption Indicator is intended to track how much trading activity (as measured by... Read more ISDA-Clarus RFR Adoption Indicator: June 2020
Documents (2) for ISDA-Clarus RFR Adoption Indicator: June 2020
Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020
In the first half of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020
Documents (1) for Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020
Global IM Collected for Derivatives in the First Quarter of 2020
During the first quarter of 2020, there was a significant increase in initial margin (IM)... Read more Global IM Collected for Derivatives in the First Quarter of 2020
Documents (1) for Global IM Collected for Derivatives in the First Quarter of 2020
Interest Rate Swaps: Cleared and Customized
As policymakers in emerging and frontier markets consider the regulatory framework for financial markets in... Read more Interest Rate Swaps: Cleared and Customized
Documents (1) for Interest Rate Swaps: Cleared and Customized
IRD Block Trading Activity in the First Quarter of 2020
Interest rate derivatives (IRD) trading volumes increased in in the first quarter of 2020, driven... Read more IRD Block Trading Activity in the First Quarter of 2020
Documents (1) for IRD Block Trading Activity in the First Quarter of 2020
Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2019
The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows that... Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2019