ISDA and Related Workstreams: Interest Rate Reform
The following table identifies various key ISDA workstreams relating to the reform of interbank offered... Read more ISDA and Related Workstreams: Interest Rate Reform
Tag: Risk-free Rates
Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
Documents (1) for Interest Rate Benchmarks Review: Full Year 2019 and the Fourth Quarter of 2019
Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019
The ISDA Interest Rate Benchmarks Review analyzes trading volumes of interest rate derivatives (IRD) transactions... Read more Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019
Documents (1) for Interest Rate Benchmarks Review: Third Quarter of 2019 and Year-to-September 30, 2019
Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019
The ISDA Interest Rate Benchmarks Review analyzes the trading volumes of interest rate derivatives (IRD)... Read more Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019
Documents (1) for Interest Rate Benchmarks Review: Second Quarter of 2019 and First Half of 2019
Benchmarks and Accounting
As awareness of benchmark reform has increased, so too has understanding of the various issues.... Read more Benchmarks and Accounting
Documents (0) for Benchmarks and Accounting
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
Documents (1) for 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
Documents (1) for 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) for Interest Rate Benchmarks Review: Q3 2018 and Nine Months Ended Sep 30, 2018
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
Documents (1) for 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