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

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Tag: Risk-free Rates (RFRs)

derivatiViews | July 15, 2021

The LIBOR End Game

There can be no mistaking the regulatory message on LIBOR transition in recent weeks. A... Read more

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Research Notes | July 12, 2021

ISDA-Clarus RFR Adoption Indicator: June 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 11.7% in June compared to... Read more

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Research Notes | June 10, 2021

ISDA-Clarus RFR Adoption Indicator: May 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.7% in May compared to 10.1% the prior month.... Read more

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Research Notes | May 13, 2021

ISDA-Clarus RFR Adoption Indicator: April 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.1% in April compared to 8.7% the prior month.... Read more

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IQ | May 12, 2021

IQ in Brief: AGM Special – Day 2

Day two of ISDA’ s virtual Annual General Meeting on May 11 featured sessions on... Read more

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IQ | May 11, 2021

IQ in Brief: AGM Special – Day 1

ISDA held the first day of its virtual Annual General Meeting on May 10, with... Read more

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Research Notes | April 27, 2021

Transition to RFRs Review: First Quarter of 2021

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

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derivatiViews | April 22, 2021

No Delay for US Dollar LIBOR

It’s tempting to look at the June 30, 2023 date set for the death of... Read more

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Research Notes | April 14, 2021

ISDA-Clarus RFR Adoption Indicator: March 2021

ISDA-Clarus RFR Adoption Indicator decreased to 8.8% in March compared to 10.6% the prior month.... Read more

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Speeches & testimony | April 13, 2021

Benchmark Strategies Forum Opening Remarks

Benchmark Strategies Forum April 13, 2021 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more

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