Updating Term SOFR
It’s just 65 days until the final five US dollar LIBOR settings cease to exist... Read more Updating Term SOFR
Tag: Benchmarks
ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions
ISDA has updated the attached guidance for parties to over-the-counter derivative transactions that are affected... Read more ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance - 2021 and 2006 ISDA Definitions
Documents (1) for ISDA USD LIBOR ICE Swap Rate Future Cessation Guidance – 2021 and 2006 ISDA Definitions
ISDA-Clarus RFR Adoption Indicator: March 2023
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 56.6% in March 2023... Read more ISDA-Clarus RFR Adoption Indicator: March 2023
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Hong Kong
ISDA’s response to HKMA and SFC’s joint consultation paper on proposed amendments to the Clearing... Read more Hong Kong
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Under Scrutiny – IQ April 2023
The collapse of Silicon Valley Bank (SVB) and Signature Bank and the acquisition of Credit... Read more Under Scrutiny - IQ April 2023
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Joint Trade Associations Response to EC on EU Benchmarks Regulation
On March 29, 2023, ISDA, the European Association of Corporate Treasurers, the Trade Association for... Read more Joint Trade Associations Response to EC on EU Benchmarks Regulation
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The Final LIBOR Hurdle
It’s now less than 100 days until the final five US dollar LIBOR settings cease... Read more The Final LIBOR Hurdle
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Progress on Global Transition to RFRs in Derivatives Markets
This paper examines the progress made on the global transition to risk-free rates (RFRs). Specifically,... Read more Progress on Global Transition to RFRs in Derivatives Markets
Documents (1) for Progress on Global Transition to RFRs in Derivatives Markets
ISDA-Clarus RFR Adoption Indicator: February 2023
The ISDA-Clarus RFR Adoption Indicator increased to 52.9% in February 2023 compared to 51.0% in... Read more ISDA-Clarus RFR Adoption Indicator: February 2023
Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2023
ISDA-Clarus RFR Adoption Indicator: January 2023
The ISDA-Clarus RFR Adoption Indicator declined to 51.1% in January 2023 compared to 54.3% in... Read more ISDA-Clarus RFR Adoption Indicator: January 2023