Risk-free Rates – International Swaps and Derivatives Association

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Tag: Risk-free Rates

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

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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

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Research Notes | January 14, 2021

ISDA-Clarus RFR Adoption Indicator: December 2020

The ISDA-Clarus RFR Adoption Indicator increased to 10.0% in December compared to 8.3% the prior... Read more

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Research Notes | December 10, 2020

ISDA-Clarus RFR Adoption Indicator: November 2020

The ISDA-Clarus RFR Adoption Indicator declined to 8.3% in November compared to 11.6% the prior... Read more

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Research Notes | November 10, 2020

ISDA-Clarus RFR Adoption Indicator: October 2020

The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: October 2020

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The Swap | November 3, 2020

Episode 3: Building Momentum in Alternative Rates

Please view this page via Chrome to access the recording. LIBOR is on its... Read more

Documents (0) for Episode 3: Building Momentum in Alternative Rates

Research Notes | October 22, 2020

Transition to RFRs Review: Third Quarter of 2020 and Year-to-September 30, 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: Third Quarter of 2020 and Year-to-September 30, 2020

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Research Notes | October 13, 2020

ISDA-Clarus RFR Adoption Indicator: September 2020

The ISDA-Clarus RFR Adoption Indicator tracks how much global trading activity (as measured by DV01)... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: September 2020

ISDA-Clarus RFR Adoption Indicator 2020-09(pdf) will open in a new tab or window

Research Notes | September 9, 2020

ISDA-Clarus RFR Adoption Indicator: August 2020

The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: August 2020

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Research Notes | August 11, 2020

ISDA-Clarus RFR Adoption Indicator: July 2020

The ISDA-Clarus RFR Adoption Indicator is intended to track how much global trading activity (as... Read more

Documents (1) for ISDA-Clarus RFR Adoption Indicator: July 2020

ISDA-Clarus RFR Adoption Indicator July 2020(pdf) will open in a new tab or window