Tag: Benchmarks
ISDA has published the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more ISDA Future Cessation Guidance – 2021 ISDA Interest Rate Derivatives Definitions and 2006 ISDA Definitions - ICAPZAR
ISDA-Clarus RFR Adoption Indicator: September 2023
The ISDA-Clarus RFR Adoption Indicator fell to 60.3% in September 2023 compared to 66.1% in... Read more ISDA-Clarus RFR Adoption Indicator: September 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2023
Examining IRD Trading Activity in Response to Rising Interest Rates and RFR Transition
The US Federal Reserve’s series of interest rate hikes, which started with a 0.25% increase... Read more Examining IRD Trading Activity in Response to Rising Interest Rates and RFR Transition
Documents (1) for Examining IRD Trading Activity in Response to Rising Interest Rates and RFR Transition
ISDA Derivatives Trading Forum Tokyo: Scott O’Malia Opening Remarks
ISDA Derivatives Trading Forum Tokyo September 29, 2023 Introduction Scott O’Malia, CEO, ISDA Good morning... Read more ISDA Derivatives Trading Forum Tokyo: Scott O’Malia Opening Remarks
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ISDA Wins GlobalCapital’s Industry Association of the Year Award
ISDA has been named Industry Association of the Year in the GlobalCapital Global Derivatives Awards... Read more ISDA Wins GlobalCapital’s Industry Association of the Year Award
Documents (1) for ISDA Wins GlobalCapital’s Industry Association of the Year Award
ISDA-Clarus RFR Adoption Indicator: August 2023
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 66.1% in August 2023... Read more ISDA-Clarus RFR Adoption Indicator: August 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2023
ISDA-Clarus RFR Adoption Indicator: July 2023
The ISDA-Clarus RFR Adoption Indicator rose to 60.6% in July 2023 compared to 58.1% in... Read more ISDA-Clarus RFR Adoption Indicator: July 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2023
ISDA Statement on JBATA Consultation on Euroyen TIBOR
ISDA has published the following statement in response to today’s announcement by JBA TIBOR Administration... Read more ISDA Statement on JBATA Consultation on Euroyen TIBOR
Documents (1) for ISDA Statement on JBATA Consultation on Euroyen TIBOR
Transition to RFRs Review: First Half of 2023 and the Second Quarter of 2023
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 Half of 2023 and the Second Quarter of 2023
Documents (1) for Transition to RFRs Review: First Half of 2023 and the Second Quarter of 2023
ISDA-Clarus RFR Adoption Indicator: June 2023
The ISDA-Clarus RFR Adoption Indicator decreased slightly to 58.1% in June 2023 from 58.7% in... Read more ISDA-Clarus RFR Adoption Indicator: June 2023