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)

Research Notes | October 14, 2021

ISDA-Clarus RFR Adoption Indicator: September 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 20.3% in September compared to... Read more

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

ISDA-Clarus RFR Adoption Indicator 2021-09(pdf) will open in a new tab or window

Speeches & testimony | September 15, 2021

Benchmark Strategies Forum: Scott O’Malia Opening Remarks

Benchmark Strategies Forum September 15, 2021 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello... Read more

Documents (1) for Benchmark Strategies Forum: Scott O’Malia Opening Remarks

Benchmark Strategies Forum Scott O'Malia Opening Remarks 15.09.21(pdf) will open in a new tab or window

Research Notes | September 14, 2021

ISDA-Clarus RFR Adoption Indicator: August 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 17.5% in August compared to... Read more

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

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

Research Notes | August 11, 2021

ISDA-Clarus RFR Adoption Indicator: July 2021

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 14.1% in July compared... Read more

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

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

Research Notes | August 4, 2021

Transition to RFRs Review: First Half of 2021 and the Second 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: First Half of 2021 and the Second Quarter of 2021

Transition to RFRs Review First Half of 2021 and the Second Quarter of 2021(pdf) will open in a new tab or window

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

Documents (0) for The LIBOR End Game

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

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

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

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

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

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

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

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

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

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

Documents (1) for IQ in Brief: AGM Special – Day 2

IQ in Brief ISDA AGM Day 2(pdf) will open in a new tab or window