Interest Rate Derivative – International Swaps and Derivatives Association

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Tag: Interest Rate Derivative

Research Notes | November 10, 2020

ISDA-Clarus RFR Adoption Indicator: October 2020

The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2020

ISDA-Clarus RFR Adoption Indicator October 2020(pdf) will open in a new tab or window

SwapsInfo | October 29, 2020

SwapsInfo Third Quarter of 2020 and Year-to-September 30, 2020 Review

The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD)... Read more

Documents (2) for SwapsInfo Third Quarter of 2020 and Year-to-September 30, 2020 Review

Research Notes | October 22, 2020

Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 2020

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: Third Quarter of 2020 and Year-to-September 30, 2020

Transition to RFRs Review Q3 of 2020 and Year-to-September 30, 2020(pdf) will open in a new tab or window

Research Notes | October 13, 2020

ISDA-Clarus RFR Adoption Indicator: September 2020

The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2020

ISDA-Clarus RFR Adoption Indicator 2020-09(pdf) will open in a new tab or window

Research Notes | September 9, 2020

ISDA-Clarus RFR Adoption Indicator: August 2020

The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2020

ISDA-Clarus RFR Adoption Indicator August 2020(pdf) will open in a new tab or window

Research Notes | August 11, 2020

ISDA-Clarus RFR Adoption Indicator: July 2020

The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2020

ISDA-Clarus RFR Adoption Indicator July 2020(pdf) will open in a new tab or window

Research Notes | July 28, 2020

ISDA-Clarus RFR Adoption Indicator: June 2020

ISDA-Clarus RFR Adoption Indicator is intended to track how much trading activity (as measured by... Read more

Documents (2) for ISDA-Clarus RFR Adoption Indicator: June 2020

Press Releases | July 28, 2020

ISDA Launches Risk-free Rate Adoption Indicator

ISDA has launched a new indicator to monitor the adoption of alternative risk-free rates (RFRs)... Read more

Documents (1) for ISDA Launches Risk-free Rate Adoption Indicator

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SwapsInfo | July 27, 2020

SwapsInfo First Half of 2020 and Second Quarter of 2020 Review

The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD)... Read more

Documents (2) for SwapsInfo First Half of 2020 and Second Quarter of 2020 Review

Research Notes | July 21, 2020

Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020

In the first half of 2020, traded notional of interest rate derivatives (IRD) referencing alternative... Read more

Documents (1) for Interest Rate Benchmarks Review: First Half of 2020 and Second Quarter of 2020

Interest Rate Benchmarks Review 1H 2020 and Q2 2020(pdf) will open in a new tab or window