Benchmarks – Page 2 – International Swaps and Derivatives Association

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Tag: Benchmarks

Research Notes | August 9, 2022

ISDA-Clarus RFR Adoption Indicator: July 2022

The ISDA-Clarus RFR Adoption Indicator was 46.4% in July 2022, flat compared to the prior month. The... Read more

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Research Notes | July 26, 2022

Transition to RFRs Review: First Half of 2022 and the Second Quarter of 2022

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more

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Research Notes | July 13, 2022

ISDA-Clarus RFR Adoption Indicator: June 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.4% in June 2022... Read more

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Speeches & testimony | June 22, 2022

Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks

Benchmark Strategies Forum June 22, 2022 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more

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Tax & Accounting | June 14, 2022

ISDA Responds to FASB on Exposure Draft

On June 6, 2022, ISDA submitted a comment letter to the Financial Accounting Standards Board... Read more

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Research Notes | June 10, 2022

ISDA-Clarus RFR Adoption Indicator: May 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.0% in May 2022... Read more

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derivatiViews | May 26, 2022

Maintaining Momentum on US Dollar LIBOR

Given the pervasiveness of LIBOR across financial markets, managing its removal has involved painstaking planning... Read more

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IQ | May 20, 2022

IQ in Brief – ISDA AGM Special

ISDA held its Annual General Meeting in Madrid on May 10-12, with a major focus... Read more

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Press Releases | May 16, 2022

ISDA Statement on RBSL CDOR Announcement

ISDA has published the following statement in response to today’s announcement by Refinitiv Benchmark Services... Read more

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Webcasts & videos | May 12, 2022

ISDA AGM Studio: Jack Hattem and Tom Wipf

ISDA’s Ann Battle talks to Jack Hattem, ISDA board member and managing director, global fixed... Read more