Research Notes – Page 9 – International Swaps and Derivatives Association

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Research Notes | April 17, 2024

Interest Rate Derivatives, Benchmark Rates and Development of Financial Markets in EMDEs

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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Research Notes | February 10, 2021

ISDA-Clarus RFR Adoption Indicator: January 2021

ISDA-Clarus RFR Adoption Indicator was 10.0% in January, flat compared to the prior month. The... Read more

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Research Notes | January 28, 2021

Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more

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Research Notes | January 14, 2021

ISDA-Clarus RFR Adoption Indicator: December 2020

The ISDA-Clarus RFR Adoption Indicator increased to 10.0% in December compared to 8.3% the prior... Read more

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Research Notes | January 12, 2021

Evolution of OTC Derivatives Markets Since the Financial Crisis

Over the past decade, significant regulatory reforms have been implemented in order to make derivatives... Read more

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Research Notes | January 11, 2021

Overview of ESG-related Derivatives Products and Transactions

The transition to a sustainable economy will take a massive amount of long-term funding. The... Read more

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Research Notes | December 10, 2020

ISDA-Clarus RFR Adoption Indicator: November 2020

The ISDA-Clarus RFR Adoption Indicator declined to 8.3% in November compared to 11.6% the prior... Read more

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Research Notes | November 24, 2020

Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2020

The latest data from the Bank for International Settlements over-the-counter (OTC) derivatives statistics shows a... Read more

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Research Notes | November 10, 2020

ISDA-Clarus RFR Adoption Indicator: October 2020

The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more

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Research Notes | October 22, 2020

Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020