Risk-free Rates Archives | 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

Research Notes | January 21, 2020

Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019

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

Documents (1)

Interest Rate Benchmarks Review Full Year 2019 and Q4 2019(pdf) will open in a new tab or window

ISDA/SIFMA AMG Benchmark Strategies Forum 2020

Founding Sponsor: The ISDA Benchmark Strategies Forum 2020 will explore the issues market practitioners... Read more

Event Details Register Now

ISDA/SIFMA AMG Benchmark Strategies Forum 2020

Founding Sponsor: The ISDA Benchmark Strategies Forum 2020 will explore the issues market practitioners... Read more

Event Details Register Now

Research Notes | October 28, 2019

Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019

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

Documents (1)

Interest Rate Benchmarks Review Q3 2019(pdf) will open in a new tab or window

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

Documents (1)

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

Documents (0)

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

Documents (1)

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

Documents (1)

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

Documents (1)

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