Benchmarks – International Swaps and Derivatives Association

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Tag: Benchmarks

Research Notes | January 12, 2022

ISDA-Clarus RFR Adoption Indicator: December 2021

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 31.7% in December compared to... Read more

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Canadian Benchmark Reform – The Road Ahead

Registration for this event will close 2 hours before the live broadcast This is... Read more

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Infrastructure | December 23, 2021

ISDA Guidance – ICE Swap Rates Dec 24 and 31, 2021

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Press Releases | December 17, 2021

ISDA Statement on CARR and RBSL Announcements on CDOR

ISDA has published the following statement in response to yesterday’s announcements by the Canadian Alternative... Read more

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Press Releases | December 16, 2021

ISDA Publishes New Fallbacks for Additional IBORs

ISDA has today published a new set of fallbacks for derivatives referenced to certain interbank... Read more

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derivatiViews | December 16, 2021

Get Ready for Fallbacks

It’s now just a matter of weeks until 30 LIBOR settings either cease to exist... Read more

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Research Notes | December 14, 2021

ISDA-Clarus RFR Adoption Indicator: November 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 26.3% in November compared to... Read more

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IQ | December 7, 2021

New Frontier – IQ December 2021

The financial industry is about to collectively undergo something that’s never been tried before –... Read more

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IQ | November 16, 2021

IQ: Benchmarks Roundtable – Maintaining Momentum

As the end of 2021 rapidly approaches, market participants are preparing for the cessation or... Read more

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Research Notes | November 9, 2021

ISDA-Clarus RFR Adoption Indicator: October 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 24.5% in October compared to... Read more

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