Benchmarks – International Swaps and Derivatives Association

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Tag: Benchmarks

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

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Press Releases | April 16, 2024

ISDA Statement on BOI’s TELBOR Announcement

ISDA has published the following statement in response to today’s announcement by the Bank of... Read more

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Memoranda | April 16, 2024

TELBOR Cessation Guidance

ISDA has published guidance for parties to over-the-counter derivatives that are affected by the announcement made on... Read more

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Memoranda | March 6, 2024

Euroyen TIBOR Cessation Guidance

ISDA has published guidance for parties to over-the-counter derivatives that are affected by the announcement... Read more

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Press Releases | March 6, 2024

ISDA Statement on JBATA’s Euroyen TIBOR Announcement

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

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Europe | January 30, 2024

Joint Response to EC on BMR

On January 23, ISDA, the Global Financial Markets Association (GFMA) and FIA submitted a joint... Read more

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Research Notes | January 29, 2024

ISDA-Clarus RFR Adoption Indicator: Q4 2023 vs. Q4 2022

This is the final publication of the ISDA-Clarus Adoption Indicator, which was first published in... Read more

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Press Releases | December 22, 2023

ISDA Statement on JBATA’s Publication of Comments on Euroyen TIBOR Consultation

ISDA has published the following statement in response to today’s publication of comments on certain... Read more

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The Swap | December 21, 2023

Episode 37: Goodbye 2023

From the final farewell of LIBOR to release of the long-awaited US capital proposals, several... Read more

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Research Notes | December 11, 2023

ISDA-Clarus RFR Adoption Indicator: November 2023

The ISDA-Clarus RFR Adoption Indicator increased to 64.8% in November 2023 compared to 59.9% in... Read more

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