Benchmarks – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Benchmarks

Research Notes | May 15, 2023

ISDA-Clarus RFR Adoption Indicator: April 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 60.7% in April 2023... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2023

ISDA-Clarus RFR Adoption Indicator April 2023(pdf) will open in a new tab or window

Webcasts & videos | May 11, 2023

ISDA AGM Studio: Tom Wipf and David Bowman

Ann Battle, senior counsel, market transitions at ISDA, talks to David Bowman, senior associate director... Read more

Documents (0) for ISDA AGM Studio: Tom Wipf and David Bowman

Research Notes | May 3, 2023

Transition to RFRs Review: First Quarter of 2023

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

Documents (1) for Transition to RFRs Review: First Quarter of 2023

Transition to RFRs Review First Quarter of 2023(pdf) will open in a new tab or window

derivatiViews | April 27, 2023

Updating Term SOFR

It’s just 65 days until the final five US dollar LIBOR settings cease to exist... Read more

Documents (0) for Updating Term SOFR

Asset Classes | April 13, 2023

ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions

ISDA has updated the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more

Documents (1) for ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions

ISDA Guidance USD LIBOR ICE Swap Rate 041323(pdf) will open in a new tab or window

Research Notes | April 11, 2023

ISDA-Clarus RFR Adoption Indicator: March 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 56.6% in March 2023... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2023

ISDA-Clarus RFR Adoption Indicator March 2023(pdf) will open in a new tab or window

Asia-Pacific | April 11, 2023

Hong Kong

ISDA’s response to HKMA and SFC’s joint consultation paper on proposed amendments to the Clearing... Read more

Documents (1) for Hong Kong

ISDA response to SFC HKMA RFR clearing obligation(pdf) will open in a new tab or window

IQ | April 5, 2023

Under Scrutiny – IQ April 2023

The collapse of Silicon Valley Bank (SVB) and Signature Bank and the acquisition of Credit... Read more

Documents (1) for Under Scrutiny – IQ April 2023

Under Scrutiny - IQ April 2023(pdf) will open in a new tab or window

Europe | April 4, 2023

Joint Trade Associations Response to EC on EU Benchmarks Regulation

On March 29, 2023, ISDA, the European Association of Corporate Treasurers, the Trade Association for... Read more

Documents (1) for Joint Trade Associations Response to EC on EU Benchmarks Regulation

Joint Trade Associations Response to EC on EU Benchmarks Regulation(pdf) will open in a new tab or window

derivatiViews | March 27, 2023

The Final LIBOR Hurdle

It’s now less than 100 days until the final five US dollar LIBOR settings cease... Read more