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 | May 13, 2021

ISDA-Clarus RFR Adoption Indicator: April 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.1% in April compared to 8.7% the prior month.... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: April 2021

ISDA-Clarus RFR Adoption Indicator April 2021(pdf) will open in a new tab or window

IQ | May 12, 2021

IQ in Brief: AGM Special – Day 2

Day two of ISDA’ s virtual Annual General Meeting on May 11 featured sessions on... Read more

Documents (1) for IQ in Brief: AGM Special – Day 2

IQ in Brief ISDA AGM Day 2(pdf) will open in a new tab or window

IQ | May 11, 2021

IQ in Brief: AGM Special – Day 1

ISDA held the first day of its virtual Annual General Meeting on May 10, with... Read more

Documents (1) for IQ in Brief: AGM Special – Day 1

IQ in Brief ISDA AGM Day 1(pdf) will open in a new tab or window

Research Notes | April 27, 2021

Transition to RFRs Review: First Quarter of 2021

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 Quarter of 2021

Transition to RFRs Review First Quarter of 2021(pdf) will open in a new tab or window

derivatiViews | April 22, 2021

No Delay for US Dollar LIBOR

It’s tempting to look at the June 30, 2023 date set for the death of... Read more

Documents (0) for No Delay for US Dollar LIBOR

Research Notes | April 14, 2021

ISDA-Clarus RFR Adoption Indicator: March 2021

ISDA-Clarus RFR Adoption Indicator decreased to 8.8% in March compared to 10.6% the prior month.... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: March 2021

ISDA-Clarus RFR Adoption Indicator March 2021(pdf) will open in a new tab or window

Speeches & testimony | April 13, 2021

Benchmark Strategies Forum Opening Remarks

Benchmark Strategies Forum April 13, 2021 Opening Remarks Scott O’Malia, ISDA Chief Executive Hello everyone,... Read more

Documents (1) for Benchmark Strategies Forum Opening Remarks

Benchmark Strategies Forum Opening Remarks(pdf) will open in a new tab or window

Research Notes | March 9, 2021

ISDA-Clarus RFR Adoption Indicator: February 2021

ISDA-Clarus RFR Adoption Indicator increased to 10.6% in February compared to 10.0% the prior month.... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: February 2021

ISDA-Clarus RFR Adoption Indicator February 2021(pdf) will open in a new tab or window

Research Notes | February 10, 2021

ISDA-Clarus RFR Adoption Indicator: January 2021

ISDA-Clarus RFR Adoption Indicator was 10.0% in January, flat compared to the prior month. The... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: January 2021

ISDA-Clarus RFR Adoption Indicator January 2021(pdf) will open in a new tab or window

Research Notes | January 28, 2021

Transition to RFRs Review: Full Year 2020 and the Fourth Quarter of 2020

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 2020 and the Fourth Quarter of 2020

Transition to RFRs Review Full Year 2020 and Q4 of 2020(pdf) will open in a new tab or window