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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Derivatives Market Analysis: Interest Rate Derivatives
Twice a year, ISDA analyzes interest rate derivatives notional outstanding data reported by the Bank... Read more Derivatives Market Analysis: Interest Rate Derivatives
Trends in IRD Clearing and SEF Trading
The level of clearing in the US interest rate derivatives (IRD) market continued to grow... Read more Trends in IRD Clearing and SEF Trading
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
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
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
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
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?
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
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