Risk-free Rates Archives | International Swaps and Derivatives Association

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Risk-free Rates

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)

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)

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)

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)

Benchmarks | Tokyo | Friday, May 18, 2018

ISDA Benchmark Forum

ISDA ベンチマークに関するフォーラム

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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

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Benchmark Transition Roadmap Press Release (pdf)

Benchmarks | February 1, 2018

IBOR Global Benchmark Transition Roadmap 2018

ISDA, AFME, ICMA, SIFMA and SIFMA AMG have today launched a roadmap that aggregates and... Read more

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IBOR Global Transition Roadmap 2018 (pdf)

Asset Classes | December 21, 2017

Information on the TOIS-SARON Transition

November 15, 2016, ACI Suisse announced the termination of the TOIS fixing effective on December 29,... Read more

Risk-free Rates

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