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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CDS Market Summary: Market Risk Transaction Activity
This edition of ISDA Research Notes analyzes the data on the CDS market and provides... Read more CDS Market Summary: Market Risk Transaction Activity
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A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
The Basel Committee permits firms to use a variety of methods to calculate regulatory capital... Read more A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
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Concentration of OTC Derivatives among Major Dealers
(Number 4, 2010)
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The Economic Role of Speculation
(Number 2, 2010) Research Note / Press Release
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The Value of a New Swap
(Number 3, 2010) Research Note / Press Release
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The Importance of Close-Out Netting
Close-out netting has reduced over-the-counter derivatives credit exposure by over 85%. Without the benefits of... Read more The Importance of Close-Out Netting
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The Empty Creditor Hypothesis
(Number 3, 2009) Research Note / Press Release
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2009 Derivatives Usage Survey; OTC derivatives in Russia
(Number 2, 2009)
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Transparency and over-the-counter derivatives
(Number 1, 2009)