Benchmarks – Page 2 – International Swaps and Derivatives Association

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Benchmarks

Research Notes | May 13, 2021

ISDA-Clarus RFR Adoption Indicator: April 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.1% in April compared to 8.7% the prior month.... Read more

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

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

Speeches & testimony | May 11, 2021

ISDA AGM 2021: Day 2 Scott O’Malia Opening Remarks

ISDA Annual General Meeting May 11, 2021 Opening Remarks Scott O’Malia, Chief Executive Officer, ISDA... Read more

Documents (1) for ISDA AGM 2021: Day 2 Scott O’Malia Opening Remarks

ISDA AGM 2021 Day 2 Scott O’Malia Opening Remarks(pdf) will open in a new tab or window

News | April 30, 2021

ISDA AGM: Last Week to Register

You just have a few days left to register for ISDA’s 35th AGM! Join us... Read more

Documents (0) for ISDA AGM: Last Week to Register

Speeches & testimony | April 28, 2021

Derivatives Trading Forum Opening Remarks

Derivatives Trading Forum: Regulatory Change April 28, 2021 Opening Remarks Scott O’Malia, Chief Executive Officer,... Read more

Documents (1) for Derivatives Trading Forum Opening Remarks

Derivatives Trading Forum Scott O'Malia Opening Remarks(pdf) will open in a new tab or window

Research Notes | April 27, 2021

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

Documents (1) for Transition to RFRs Review: First Quarter of 2021

Transition to RFRs Review First Quarter of 2021(pdf) will open in a new tab or window

derivatiViews | April 22, 2021

No Delay for US Dollar LIBOR

It’s tempting to look at the June 30, 2023 date set for the death of... Read more

Documents (0) for No Delay for US Dollar LIBOR

Research Notes | April 14, 2021

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

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

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

Speeches & testimony | April 13, 2021

Benchmark Strategies Forum Opening Remarks

Benchmark Strategies Forum April 13, 2021 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more

Documents (1) for Benchmark Strategies Forum Opening Remarks

Benchmark Strategies Forum Opening Remarks(pdf) will open in a new tab or window

Collateral Agreement Interest Rate Definitions Version 1.0 and 2.0

The ISDA Collateral Agreement Interest Rate Definitions enable parties to include standardised definitions relating to... Read more

Member
$ 350.00

Non-member
$ 700.00

Buy E-book

E-Book in Cart

Print in Cart

Subscription in Cart

Research Notes | April 7, 2021

Adoption of RFRs: Major Developments in 2021

The transition from interbank offered rates (IBORs) to alternative reference rates remains high on the... Read more

Documents (1) for Adoption of RFRs: Major Developments in 2021

Adoption of RFRs Major Developments in 2021(pdf) will open in a new tab or window