Tag: Benchmarks
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
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
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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
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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
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Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
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ISDA-Clarus RFR Adoption Indicator: December 2022
The ISDA-Clarus RFR Adoption Indicator increased to 54.3% in December 2022 compared to 50.8% the... Read more ISDA-Clarus RFR Adoption Indicator: December 2022
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ISDA-Clarus RFR Adoption Indicator: November 2022
The ISDA-Clarus RFR Adoption Indicator increased to 51.4% in November 2022 compared to 51.3% the... Read more ISDA-Clarus RFR Adoption Indicator: November 2022
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Episode 27: Unexpected Events
From the war in Ukraine and surging energy prices to the sell-off in UK gilts... Read more Episode 27: Unexpected Events
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ISDA Generic Fallback Provisions – Summary
The summary of the Generic Fallback Provisions in this document reflects the Generic Fallback Provisions... Read more ISDA Generic Fallback Provisions - Summary