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

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Tag: Risk-free Rates (RFRs)

IQ | December 7, 2021

New Frontier – IQ December 2021

The financial industry is about to collectively undergo something that’s never been tried before –... Read more

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IQ | November 16, 2021

IQ: Benchmarks Roundtable – Maintaining Momentum

As the end of 2021 rapidly approaches, market participants are preparing for the cessation or... Read more

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Research Notes | November 9, 2021

ISDA-Clarus RFR Adoption Indicator: October 2021

ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 24.5% in October compared to... Read more

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Research Notes | November 1, 2021

Transition to RFRs Review: Third Quarter of 2021 and Year-to-September 30, 2021

The Transition to Risk-free Rates (RFRs) Review analyzes the trading volumes of over-the-counter (OTC) and... Read more

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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

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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

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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

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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

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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

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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