Risk-free Rates Archives | International Swaps and Derivatives Association

Risk-free Rates

Research Notes | November 8, 2018

As the financial industry is preparing to transition from LIBOR and other interbank offered rates... Read more

Benchmarks | June 25, 2018

Interbank offered rates (IBORs) play a central role in financial markets, and act as reference... Read more

Press Releases | June 25, 2018

ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and... Read more

Benchmarks | Tokyo | Friday, May 18, 2018

ISDA ベンチマークに関するフォーラム

derivatiViews | March 12, 2018

When it comes to benchmark reform, our message is simple: get engaged and mobilize your... Read more

derivatiViews | February 5, 2018

The transition from interbank offered rates, or IBORs, to new alternative risk-free rates (RFRs) has... Read more

Press Releases | February 1, 2018

ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and... Read more

Benchmarks | February 1, 2018

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

Asset Classes | December 21, 2017

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

derivatiViews | December 13, 2017

With everything going on – implementation of MIFID II, Brexit negotiations and publication of the... Read more