Benchmarks – Page 13 – International Swaps and Derivatives Association

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Tag: Benchmarks

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

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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

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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

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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

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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

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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

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Webcasts & videos December 8, 2020

Video Interview: Why Should I Update the Fallbacks in My Derivatives Contracts?

On October 23, ISDA launched a supplement that will amend its standard definitions for interest... Read more

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Webcasts & videos December 4, 2020

ISDA Webinar: The Path Forward for LIBOR

Earlier this week, ICE Benchmark Administration (IBA), the administrator of LIBOR, announced that it will... Read more

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Press Releases November 30, 2020

ISDA Statement on IBA, UK FCA and Federal Reserve Board Announcements on US Dollar LIBOR Consultation

ISDA has published the following statement in response to today’s announcements by ICE Benchmark Administration... Read more

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Europe November 20, 2020

Joint Trade Associations Paper Requesting an Extension of the Third-country Benchmarks Transition Period

ISDA and 13 other trade associations have published a paper expressing concern that the EU... Read more

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