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

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Tag: Risk-free Rates (RFRs)

Research Notes | January 23, 2023

Transition to RFRs Review: Full Year 2022 and the Fourth Quarter of 2022

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: Full Year 2022 and the Fourth Quarter of 2022

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Research Notes | January 11, 2023

ISDA-Clarus RFR Adoption Indicator: December 2022

The ISDA-Clarus RFR Adoption Indicator increased to 54.3% in December 2022 compared to 50.8% the... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: December 2022

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Research Notes | December 13, 2022

ISDA-Clarus RFR Adoption Indicator: November 2022

The ISDA-Clarus RFR Adoption Indicator increased to 51.4% in November 2022 compared to 51.3% the... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: November 2022

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Research Notes | November 10, 2022

ISDA-Clarus RFR Adoption Indicator: October 2022

The ISDA-Clarus RFR Adoption Indicator was 51.3% in October 2022 compared to 51.1% the prior... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2022

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Research Notes | November 3, 2022

Transition to RFRs Review: Third Quarter of 2022 and Year-to-September 30, 2022

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: Third Quarter of 2022 and Year-to-September 30, 2022

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Research Notes | October 12, 2022

ISDA-Clarus RFR Adoption Indicator: September 2022

The ISDA-Clarus RFR Adoption Indicator was 51.0% in September 2022 compared to 51.1% the prior... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2022

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Research Notes | September 13, 2022

ISDA-Clarus RFR Adoption Indicator: August 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 51.1% in August 2022... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2022

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Research Notes | August 9, 2022

ISDA-Clarus RFR Adoption Indicator: July 2022

The ISDA-Clarus RFR Adoption Indicator was 46.4% in July 2022, flat compared to the prior month. The... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2022

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Research Notes | July 26, 2022

Transition to RFRs Review: First Half of 2022 and the Second Quarter of 2022

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 2022 and the Second Quarter of 2022

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Research Notes | July 13, 2022

ISDA-Clarus RFR Adoption Indicator: June 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.4% in June 2022... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: June 2022

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