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 | 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

ISDA-Clarus RFR Adoption Indicator August 2022(pdf) will open in a new tab or window

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

ISDA-Clarus RFR Adoption Indicator July 2022(pdf) will open in a new tab or window

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

Transition to RFRs Review First Half of 2022 and the Second Quarter of 2022(pdf) will open in a new tab or window

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

ISDA-Clarus RFR Adoption Indicator June 2022(pdf) will open in a new tab or window

Clearing | July 5, 2022

ISDA Responds to Swiss FINMA Consultation on Clearing Obligations for RFR Swaps

ISDA has responded to the Swiss Financial Market Supervisory Authority (FINMA) consultation on updated clearing... Read more

Documents (1) for ISDA Responds to Swiss FINMA Consultation on Clearing Obligations for RFR Swaps

ISDA Response to FINMA on RFR 070522(pdf) will open in a new tab or window

Clearing | July 5, 2022

ISDA Responds to CFTC NPR on Clearing of Swaps Referencing RFRs

On June 30, ISDA responded to the Commodity Futures Trading Commission’s (CFTC) notice of proposed... Read more

Documents (1) for ISDA Responds to CFTC NPR on Clearing of Swaps Referencing RFRs

ISDA Response to CFTC NPR on RFR 063022(pdf) will open in a new tab or window

Speeches & testimony | June 22, 2022

Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks

Benchmark Strategies Forum June 22, 2022 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more

Documents (1) for Benchmark Strategies Forum: Latest Developments in the Move Away from LIBOR: Scott O’Malia Opening Remarks

Benchmark Strategies Forum - Latest Developments in the Move Away from LIBOR - Scott O'Malia Opening Remarks(pdf) will open in a new tab or window

Research Notes | June 10, 2022

ISDA-Clarus RFR Adoption Indicator: May 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 46.0% in May 2022... Read more

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

ISDA-Clarus RFR Adoption Indicator May 2022(pdf) will open in a new tab or window

Benchmarks | May 16, 2022

Benchmark Reform and Transition from LIBOR InfoHub

This page will be updated on a regular basis as relevant information becomes available globally... Read more

Documents (0) for Benchmark Reform and Transition from LIBOR InfoHub

Research Notes | May 9, 2022

ISDA-Clarus RFR Adoption Indicator: April 2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 43.8% in April 2022... Read more

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

ISDA-Clarus RFR Adoption Indicator 2022-04 April 2022(pdf) will open in a new tab or window