Transition to RFRs Review: First Quarter of 2021
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: First Quarter of 2021
Tag: Benchmarks
No Delay for US Dollar LIBOR
It’s tempting to look at the June 30, 2023 date set for the death of... Read more No Delay for US Dollar LIBOR
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ISDA-Clarus RFR Adoption Indicator: March 2021
ISDA-Clarus RFR Adoption Indicator decreased to 8.8% in March compared to 10.6% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: March 2021
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Benchmark Strategies Forum Opening Remarks
Benchmark Strategies Forum April 13, 2021 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more Benchmark Strategies Forum Opening Remarks
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Collateral Agreement Interest Rate Definitions Version 1.0, 2.0 and 3.0
The ISDA Collateral Agreement Interest Rate Definitions enable parties to include standardised definitions relating to... Read more Collateral Agreement Interest Rate Definitions Version 1.0, 2.0 and 3.0
Adoption of RFRs: Major Developments in 2021
The transition from interbank offered rates (IBORs) to alternative reference rates remains high on the... Read more Adoption of RFRs: Major Developments in 2021
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ISDA Statement on JBATA Announcement on Yen TIBOR and Euroyen TIBOR
ISDA has published the following statement in response to today’s announcement by JBA TIBOR Administration... Read more ISDA Statement on JBATA Announcement on Yen TIBOR and Euroyen TIBOR
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ISDA European Annual Legal Forum Opening Remarks
ISDA European Annual Legal Forum March 10, 2021 Opening Remarks Katherine Tew Darras, General Counsel,... Read more ISDA European Annual Legal Forum Opening Remarks
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ISDA-Clarus RFR Adoption Indicator: February 2021
ISDA-Clarus RFR Adoption Indicator increased to 10.6% in February compared to 10.0% the prior month.... Read more ISDA-Clarus RFR Adoption Indicator: February 2021
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LIBOR Cessation and the Impact on Fallbacks
It’s long been clear that LIBOR can’t be relied upon after the end of 2021,... Read more LIBOR Cessation and the Impact on Fallbacks