Benchmarks – Page 12 – International Swaps and Derivatives Association

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Tag: Benchmarks

Benchmarks | March 5, 2021

ISDA Guidance: UK FCA Announcement on the LIBOR Benchmarks

ISDA has published guidance related to today’s announcement by the UK Financial Conduct Authority (FCA)... Read more

Documents (2) for ISDA Guidance: UK FCA Announcement on the LIBOR Benchmarks

ISDA Guidance on FCA announcement LIBOR Future Cessation and Non-Representativeness - April Update(pdf) will open in a new tab or window
ISDA Guidance on the UK FCA Announcement on the LIBOR Benchmarks Japanese Translation(pdf) will open in a new tab or window

Press Releases | March 5, 2021

ISDA Statement on UK FCA LIBOR Announcement

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

Documents (1) for ISDA Statement on UK FCA LIBOR Announcement

ISDA Statement on FCA LIBOR Announcement final(pdf) will open in a new tab or window

IQ | February 11, 2021

Going Green – IQ February 2021

In a year that began with the inauguration of a new US administration, the start... Read more

Documents (1) for Going Green – IQ February 2021

IQ ISDA Quarterly February 2021(pdf) will open in a new tab or window

Research Notes | February 10, 2021

ISDA-Clarus RFR Adoption Indicator: January 2021

ISDA-Clarus RFR Adoption Indicator was 10.0% in January, flat compared to the prior month. The... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 2021

ISDA-Clarus RFR Adoption Indicator January 2021(pdf) will open in a new tab or window

Research Notes | January 28, 2021

Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020

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: Full Year 2020 and the Fourth Quarter of 2020

Transition to RFRs Review Full Year 2020 and Q4 of 2020(pdf) will open in a new tab or window

derivatiViews | January 27, 2021

A Big Milestone for Benchmark Reform

This week marked a major milestone for benchmark reform. On Monday, ISDA’s new fallbacks came... Read more

Documents (0) for A Big Milestone for Benchmark Reform

Research Notes | January 14, 2021

ISDA-Clarus RFR Adoption Indicator: December 2020

The ISDA-Clarus RFR Adoption Indicator increased to 10.0% in December compared to 8.3% the prior... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2020

ISDA-Clarus RFR Adoption Indicator December 2020(pdf) will open in a new tab or window

derivatiViews | January 14, 2021

Countdown to New Fallbacks

More than 5,900 entities across roughly 70 jurisdictions have so far adhered to an ISDA... Read more

Documents (0) for Countdown to New Fallbacks

The Swap | December 15, 2020

Episode 5: 2021: Benchmarks, Biden and Brexit

Please view this page via Chrome to access the recording. After a year that saw... Read more

Documents (0) for Episode 5: 2021: Benchmarks, Biden and Brexit

Research Notes | December 10, 2020

ISDA-Clarus RFR Adoption Indicator: November 2020

The ISDA-Clarus RFR Adoption Indicator declined to 8.3% in November compared to 11.6% the prior... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: November 2020

ISDA-Clarus RFR Adoption Indicator November 2020(pdf) will open in a new tab or window