Risk-free Rates (RFRs) – International Swaps and Derivatives Association

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Tag: Risk-free Rates (RFRs)

Research Notes | May 15, 2023

ISDA-Clarus RFR Adoption Indicator: April 2023

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 60.7% in April 2023... Read more

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Research Notes | May 3, 2023

Transition to RFRs Review: First Quarter of 2023

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more

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Research Notes | April 11, 2023

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

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derivatiViews | March 27, 2023

The Final LIBOR Hurdle

It’s now less than 100 days until the final five US dollar LIBOR settings cease... Read more

Documents (0) for The Final LIBOR Hurdle

Research Notes | March 15, 2023

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

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Research Notes | March 13, 2023

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

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Research Notes | February 9, 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

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Research Notes | January 23, 2023

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

Documents (1) for Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022

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Research Notes | January 11, 2023

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

Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2022

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Research Notes | December 13, 2022

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

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