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
Tag: Risk-free Rates (RFRs)
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
Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 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 Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
Documents (1) for Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022
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
Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 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 ISDA-Clarus RFR Adoption Indicator: November 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: November 2022
ISDA-Clarus RFR Adoption Indicator: October 2022
The ISDA-Clarus RFR Adoption Indicator was 51.3% in October 2022 compared to 51.1% the prior... Read more ISDA-Clarus RFR Adoption Indicator: October 2022
Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2022
Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 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: Third Quarter of 2022 and Year-to-September 30, 2022
Documents (1) for Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 2022
ISDA-Clarus RFR Adoption Indicator: September 2022
The ISDA-Clarus RFR Adoption Indicator was 51.0% in September 2022 compared to 51.1% the prior... Read more ISDA-Clarus RFR Adoption Indicator: September 2022