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
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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
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
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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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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
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Derivatives Market Analysis: Interest Rate Derivatives
Clearing and portfolio compression are having an increasingly significant effect on the interest rate derivatives... Read more Derivatives Market Analysis: Interest Rate Derivatives
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Cross-Border Fragmentation of Global Interest Rate Derivatives: The New Normal?
The global derivatives markets – in particular, the market for euro interest rate swaps –... Read more Cross-Border Fragmentation of Global Interest Rate Derivatives: The New Normal?
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The Impact of Compression on the Interest Rate Derivatives Market
Compression activity has increased significantly over the past year, driven by new regulations and developments... Read more The Impact of Compression on the Interest Rate Derivatives Market
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OTC Derivatives Market Analysis: Interest Rate Derivatives
Publicly available derivatives data does not adjust for the countervailing effects of clearing and compression,... Read more OTC Derivatives Market Analysis: Interest Rate Derivatives
Revisiting Cross-Border Fragmentation of Global OTC Derivatives: Mid-year 2014 Update
Evidence has emerged that over-the-counter derivatives markets have fragmented along geographical lines since the start... Read more Revisiting Cross-Border Fragmentation of Global OTC Derivatives: Mid-year 2014 Update
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Made-Available-to-Trade(MAT): Evidence of Further Market Fragmentation
On May 16, 2013 the CFTC approved the \’made-available-to-trade\’ (MAT) rule, which gives the market... Read more Made-Available-to-Trade(MAT): Evidence of Further Market Fragmentation