Risk-free Rates Archives | International Swaps and Derivatives Association

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Tag: Risk-free Rates

Research Notes | July 22, 2019

Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019

The ISDA Interest Rate Benchmarks Review analyzes the trading volumes of interest rate derivatives (IRD)... Read more

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Interest Rate Benchmarks Review Q2 2019 and 1H 2019(pdf) will open in a new tab or window

derivatiViews | June 10, 2019

Benchmarks and Accounting

As awareness of benchmark reform has increased, so too has understanding of the various issues.... Read more

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Research Notes | April 26, 2019

Interest Rate Benchmarks Review: First Quarter of 2019

The ISDA Interest Rate Benchmarks Review analyzes trading volumes of over-the-counter (OTC) interest rate derivatives... Read more

Documents (1)

Interest Rates Benchmarks Review Q1 2019(pdf) will open in a new tab or window

Research Notes | January 29, 2019

Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 2018

This report provides an analysis of trading volumes of interest rate derivatives (IRD) transactions in... Read more

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Benchmarks Full Year 2018(pdf) will open in a new tab or window

Research Notes | November 8, 2018

Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018

As the financial industry is preparing to transition from LIBOR and other interbank offered rates... Read more

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Benchmarks Review(pdf) will open in a new tab or window

Benchmarks | June 25, 2018

IBOR Global Benchmark Transition Report

Interbank offered rates (IBORs) play a central role in financial markets, and act as reference... Read more

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IBOR Transition Report(pdf) will open in a new tab or window

Press Releases | June 25, 2018

ISDA, AFME, ICMA, SIFMA and SIFMA AMG Publish Global Benchmark Report

ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and... Read more

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Benchmark Transition Report Press Release(pdf) will open in a new tab or window

derivatiViews | March 12, 2018

Get Engaged on Benchmark Reform

When it comes to benchmark reform, our message is simple: get engaged and mobilize your... Read more

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derivatiViews | February 5, 2018

The $370 Trillion Benchmark Challenge

The transition from interbank offered rates, or IBORs, to new alternative risk-free rates (RFRs) has... Read more

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Press Releases | February 1, 2018

ISDA, AFME, ICMA, SIFMA and SIFMA AMG Launch Benchmark Transition Roadmap

ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and... Read more

Documents (1)

Benchmark Transition Roadmap Press Release(pdf) will open in a new tab or window