Benchmarks and Accounting
As awareness of benchmark reform has increased, so too has understanding of the various issues.... Read more Benchmarks and Accounting
Tag: Risk-free Rates
Interest Rate Benchmarks Review: First Quarter of 2019
The ISDA Interest Rate Benchmarks Review analyzes trading volumes of over-the-counter (OTC) interest rate derivatives... Read more Interest Rate Benchmarks Review: First Quarter of 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 Interest Rate Benchmarks Review: Full Year 2018 and the Fourth Quarter of 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 Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018
Documents (1)
IBOR Global Benchmark Transition Report
Interbank offered rates (IBORs) play a central role in financial markets, and act as reference... Read more IBOR Global Benchmark Transition Report
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 ISDA, AFME, ICMA, SIFMA and SIFMA AMG Publish Global Benchmark Report
Get Engaged on Benchmark Reform
When it comes to benchmark reform, our message is simple: get engaged and mobilize your... Read more Get Engaged on Benchmark Reform
Documents (0)
The $370 Trillion Benchmark Challenge
The transition from interbank offered rates, or IBORs, to new alternative risk-free rates (RFRs) has... Read more The $370 Trillion Benchmark Challenge
Documents (0)
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 ISDA, AFME, ICMA, SIFMA and SIFMA AMG Launch Benchmark Transition Roadmap
IBOR Global Benchmark Transition Roadmap 2018
ISDA, AFME, ICMA, SIFMA and SIFMA AMG have today launched a roadmap that aggregates and... Read more IBOR Global Benchmark Transition Roadmap 2018