Benchmarks – International Swaps and Derivatives Association

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Tag: Benchmarks

Research Notes | September 12, 2023

ISDA-Clarus RFR Adoption Indicator: August 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 66.1% in August 2023... Read more

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2023 ISDA Canada Conference

Registration for this event will close 24 hours before the event. Attending In-person: Registration must be received... Read more

Event Details Register Now

Research Notes | August 14, 2023

ISDA-Clarus RFR Adoption Indicator: July 2023

The ISDA-Clarus RFR Adoption Indicator rose to 60.6% in July 2023 compared to 58.1% in... Read more

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Press Releases | August 1, 2023

ISDA Statement on JBATA Consultation on Euroyen TIBOR

ISDA has published the following statement in response to today’s announcement by JBA TIBOR Administration... Read more

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Research Notes | July 26, 2023

Transition to RFRs Review: First Half of 2023 and the Second Quarter of 2023

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 | July 11, 2023

ISDA-Clarus RFR Adoption Indicator: June 2023

The ISDA-Clarus RFR Adoption Indicator decreased slightly to 58.1% in June 2023 from 58.7% in... Read more

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derivatiViews | June 29, 2023

A Seminal Milestone for LIBOR

Just before midday in London tomorrow, the five remaining US dollar LIBOR settings will be... Read more

Documents (0) for A Seminal Milestone for LIBOR

Research Notes | June 12, 2023

ISDA-Clarus RFR Adoption Indicator: May 2023

The ISDA-Clarus RFR Adoption Indicator decreased to 58.7% in May 2023 compared to 60.7% in... Read more

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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

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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