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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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
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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
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Interest Rates Derivatives: A Progress Report on Clearing and Compression
How much of the OTC derivatives market is cleared? How much remains to be cleared?... Read more Interest Rates Derivatives: A Progress Report on Clearing and Compression
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Adverse Liquidity Effects of the EU Uncovered Sovereign CDS Ban
On November 1, 2012, the provisions of the EU regulation which bans uncovered short-selling of... Read more Adverse Liquidity Effects of the EU Uncovered Sovereign CDS Ban
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Cross-Border Fragmentation of Global OTC Derivatives: An Empirical Analysis
In December 2013, ISDA published "Footnote 88 and Market Fragmentation: An ISDA Survey" (see December... Read more Cross-Border Fragmentation of Global OTC Derivatives: An Empirical Analysis
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Footnote 88 and Market Fragmentation: An ISDA Survey
Earlier this year, the CFTC required that swap execution facilities (SEFs) with temporary SEF registration... Read more Footnote 88 and Market Fragmentation: An ISDA Survey