ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 17.5% in August compared to… Read more ISDA-Clarus RFR Adoption Indicator: August 2021
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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
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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)