This paper outlines the critical role of interest rate derivatives (IRDs) in supporting the development… Read more Interest Rate Derivatives, Benchmark Rates and Development of Financial Markets in EMDEs
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Interest Rate Derivatives Trading Activity in the EU, UK and US: May 2021
ISDA is expanding its SwapsInfo analysis to include interest rate derivatives (IRD) trading activity reported... Read more Interest Rate Derivatives Trading Activity in the EU, UK and US: May 2021
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Transition to RFRs Review: First Half of 2021 and the Second Quarter of 2021
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: First Half of 2021 and the Second Quarter of 2021
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ISDA-Clarus RFR Adoption Indicator: June 2021
ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 11.7% in June compared to... Read more ISDA-Clarus RFR Adoption Indicator: June 2021
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ISDA-Clarus RFR Adoption Indicator: May 2021
ISDA-Clarus RFR Adoption Indicator increased to 10.7% in May compared to 10.1% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: May 2021
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Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2020
The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows a... Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2020
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ISDA-Clarus RFR Adoption Indicator: April 2021
ISDA-Clarus RFR Adoption Indicator increased to 10.1% in April compared to 8.7% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: April 2021
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Transition to RFRs Review: First Quarter of 2021
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: First Quarter of 2021
Documents (1) for Transition to RFRs Review: First Quarter of 2021
ISDA-Clarus RFR Adoption Indicator: March 2021
ISDA-Clarus RFR Adoption Indicator decreased to 8.8% in March compared to 10.6% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: March 2021
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Adoption of RFRs: Major Developments in 2021
The transition from interbank offered rates (IBORs) to alternative reference rates remains high on the... Read more Adoption of RFRs: Major Developments in 2021
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ISDA-Clarus RFR Adoption Indicator: February 2021
ISDA-Clarus RFR Adoption Indicator increased to 10.6% in February compared to 10.0% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: February 2021