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

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Tag: Risk-free Rates (RFRs)

Benchmarks | May 16, 2022

Benchmark Reform and Transition from LIBOR InfoHub

This page will be updated on a regular basis as relevant information becomes available globally... Read more

Documents (0) for Benchmark Reform and Transition from LIBOR InfoHub

Research Notes | May 9, 2022

ISDA-Clarus RFR Adoption Indicator: April 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 43.8% in April 2022... Read more

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

ISDA-Clarus RFR Adoption Indicator 2022-04 April 2022(pdf) will open in a new tab or window

Research Notes | April 22, 2022

Transition to RFRs Review: First 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: First Quarter of 2022

Transition to RFRs Review First Quarter of 2022(pdf) will open in a new tab or window

Research Notes | April 12, 2022

ISDA-Clarus RFR Adoption Indicator: March 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 40.5% in March 2022... Read more

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

ISDA-Clarus RFR Adoption Indicator March 2022(pdf) will open in a new tab or window

Speeches & testimony | March 22, 2022

Benchmark Strategies Forum: A Post-LIBOR World: Scott O’Malia Opening Remarks

Benchmark Strategies Forum: A Post-LIBOR World March 22, 2022 Opening Remarks Scott O’Malia, ISDA Chief... Read more

Documents (1) for Benchmark Strategies Forum: A Post-LIBOR World: Scott O’Malia Opening Remarks

Benchmark Strategies Forum Opening Remarks March 2022(pdf) will open in a new tab or window

Research Notes | March 11, 2022

ISDA-Clarus RFR Adoption Indicator: February 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 36.3% in February compared... Read more

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

ISDA-Clarus RFR Adoption Indicator February 2022(pdf) will open in a new tab or window

Research Notes | February 14, 2022

ISDA-Clarus RFR Adoption Indicator: January 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 31.9% in January compared... Read more

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

ISDA-Clarus RFR Adoption Indicator January 2022(pdf) will open in a new tab or window

Research Notes | January 27, 2022

Transition to RFRs Review: Full Year 2021 and the Fourth Quarter of 2021

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 2021 and the Fourth Quarter of 2021

Transition to RFRs Review Full Year 2021 and Q4 of 2021(pdf) will open in a new tab or window

Research Notes | January 12, 2022

ISDA-Clarus RFR Adoption Indicator: December 2021

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 31.7% in December compared to... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2021

ISDA-Clarus RFR Adoption Indicator December 2021(pdf) will open in a new tab or window

derivatiViews | December 16, 2021

Get Ready for Fallbacks

It’s now just a matter of weeks until 30 LIBOR settings either cease to exist... Read more